+35.5%
ITW vs OUST
-49.1%
+84.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -2.2% |
| 7D | +0.9% | +17.0% | -16.1% | 0.0% |
| 30D | +7.6% | -16.5% | +24.1% | +8.2% |
| 3M | -4.0% | -23.7% | +19.6% | -3.2% |
| 6M | +9.2% | +18.4% | -9.2% | +6.0% |
| YTD | +16.2% | +60.8% | -44.6% | +10.2% |
| 1Y | +17.9% | +44.2% | -26.3% | +12.2% |
| 3Y | +30.6% | +668.1% | -637.5% | +4.7% |
| All | +35.5% | -49.1% | +84.6% | +19.4% |
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