-62.3%
OUST vs BBWI
-9.8%
-52.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.1% |
| 7D | +19.9% | -4.5% | +24.5% | +21.9% |
| 30D | +3.6% | +17.1% | -13.5% | -3.2% |
| 3M | -20.6% | +17.5% | -38.1% | -27.1% |
| 6M | +35.1% | +12.8% | +22.2% | +24.6% |
| YTD | +69.1% | +8.2% | +61.0% | +55.7% |
| 1Y | +49.9% | -1.8% | +51.7% | +41.0% |
| 3Y | +642.4% | -25.8% | +668.2% | +642.4% |
| 5Y | -48.3% | -68.0% | +19.7% | -32.9% |
| All | -62.3% | -9.8% | -52.4% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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