+35.5%
ITW vs OUST
-53.0%
+88.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.5% | +8.8% | +0.7% |
| 7D | +2.3% | -3.8% | +6.1% | +2.5% |
| 30D | +6.7% | +5.1% | +1.6% | +6.2% |
| 3M | -0.5% | -25.8% | +25.3% | +0.4% |
| 6M | +16.4% | -2.0% | +18.4% | +14.4% |
| YTD | +19.0% | +54.7% | -35.8% | +12.9% |
| 1Y | +20.2% | +48.8% | -28.6% | +14.1% |
| 3Y | +33.1% | +607.8% | -574.7% | +7.2% |
| All | +35.5% | -53.0% | +88.5% | +16.8% |
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