-64.1%
OUST vs BBWI
-8.6%
-55.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.3% | +17.3% | +15.2% |
| 7D | +17.0% | -6.2% | +23.2% | +19.9% |
| 30D | -16.5% | +19.9% | -36.4% | -22.9% |
| 3M | -23.7% | +7.1% | -30.8% | -27.4% |
| 6M | +18.4% | +13.7% | +4.7% | +8.6% |
| YTD | +60.8% | +9.6% | +51.2% | +47.2% |
| 1Y | +44.2% | -1.6% | +45.8% | +35.5% |
| 3Y | +668.1% | -25.9% | +694.0% | +669.2% |
| 5Y | -48.8% | -67.8% | +19.0% | -33.8% |
| All | -64.1% | -8.6% | -55.5% | -62.2% |
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