+49.3%
ITW vs OUST
-61.4%
+110.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.7% |
| 7D | -0.4% | +12.7% | -13.2% | -1.0% |
| 30D | -9.4% | -13.6% | +4.2% | -9.0% |
| 3M | +7.1% | -8.3% | +15.4% | +6.5% |
| 6M | -1.9% | +85.0% | -86.8% | -6.3% |
| YTD | +10.4% | +73.2% | -62.8% | +5.5% |
| 1Y | +3.3% | +32.5% | -29.2% | -0.8% |
| 3Y | +21.0% | +643.8% | -622.8% | +1.5% |
| 5Y | +36.3% | -52.1% | +88.4% | +18.8% |
| All | +49.3% | -61.4% | +110.7% | +31.2% |
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