+308.5%
GWW vs OUST
-60.6%
+369.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.8% |
| 7D | +5.5% | +31.9% | -26.3% | +4.4% |
| 30D | +14.4% | -4.2% | +18.6% | +14.3% |
| 3M | +13.7% | -9.3% | +23.0% | +13.7% |
| 6M | +20.1% | +51.7% | -31.6% | +16.2% |
| YTD | +47.1% | +76.6% | -29.5% | +40.6% |
| 1Y | +56.2% | +48.9% | +7.3% | +50.2% |
| 3Y | +90.5% | +675.3% | -584.7% | +65.4% |
| 5Y | +221.2% | -44.0% | +265.3% | +190.2% |
| All | +308.5% | -60.6% | +369.1% | +262.3% |
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