-65.5%
OUST vs BBWI
-8.5%
-57.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.5% | -10.0% | -9.1% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +5.1% | +12.9% | -7.8% | -0.2% |
| 3M | -25.8% | +16.0% | -41.8% | -31.5% |
| 6M | -2.0% | +16.6% | -18.6% | -10.7% |
| YTD | +54.7% | +9.7% | +45.0% | +41.6% |
| 1Y | +48.8% | +1.5% | +47.3% | +37.9% |
| 3Y | +607.8% | -21.4% | +629.2% | +590.6% |
| 5Y | -52.7% | -67.6% | +14.8% | -39.0% |
| All | -65.5% | -8.5% | -57.0% | -63.6% |
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