+60.5%
GWW vs OUST
+40.1%
+20.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.5% | +7.6% | -0.7% |
| 7D | +3.6% | -3.8% | +7.3% | +3.6% |
| 30D | +12.1% | +5.1% | +7.1% | +11.9% |
| 3M | +12.9% | -25.8% | +38.7% | +13.0% |
| 6M | +19.3% | -2.0% | +21.3% | +18.0% |
| YTD | +48.7% | +54.7% | -6.0% | +43.3% |
| 1Y | +60.5% | +48.8% | +11.7% | +54.6% |
| All | +60.5% | +40.1% | +20.4% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling