+221.8%
GWW vs OUST
-45.2%
+267.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | 0.0% | +14.0% | -14.0% | -0.6% |
| 30D | +14.0% | +2.5% | +11.4% | +13.6% |
| 3M | +14.4% | -15.3% | +29.7% | +14.7% |
| 6M | +21.7% | +42.6% | -20.9% | +17.6% |
| YTD | +48.4% | +76.6% | -28.2% | +40.9% |
| 1Y | +58.4% | +54.1% | +4.4% | +51.2% |
| 3Y | +92.3% | +675.3% | -583.0% | +61.8% |
| 5Y | +221.8% | -45.1% | +266.9% | +195.3% |
| All | +221.8% | -45.2% | +267.0% | +195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling