+316.7%
GWW vs OUST
-62.3%
+379.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.2% |
| 7D | +3.7% | +19.9% | -16.2% | +2.9% |
| 30D | +13.6% | +3.6% | +10.0% | +13.2% |
| 3M | +15.4% | -20.6% | +36.0% | +15.9% |
| 6M | +21.8% | +35.1% | -13.3% | +18.4% |
| YTD | +50.0% | +69.1% | -19.1% | +43.7% |
| 1Y | +60.2% | +49.9% | +10.3% | +54.0% |
| 3Y | +94.4% | +642.4% | -548.0% | +69.0% |
| 5Y | +221.8% | -48.3% | +270.1% | +191.2% |
| All | +316.7% | -62.3% | +379.0% | +270.2% |
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