+313.1%
GWW vs OUST
-65.5%
+378.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.5% | +7.6% | -0.6% |
| 7D | +3.6% | -3.8% | +7.3% | +3.7% |
| 30D | +12.1% | +5.1% | +7.1% | +11.7% |
| 3M | +12.9% | -25.8% | +38.7% | +13.7% |
| 6M | +19.3% | -2.0% | +21.3% | +17.7% |
| YTD | +48.7% | +54.7% | -6.0% | +42.9% |
| 1Y | +60.5% | +48.8% | +11.7% | +54.3% |
| 3Y | +93.3% | +607.8% | -514.6% | +68.3% |
| 5Y | +219.0% | -52.7% | +271.7% | +189.6% |
| All | +313.1% | -65.5% | +378.5% | +268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling