+44.2%
OUST vs BBWI
-6.0%
+50.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.3% | +17.3% | +14.6% |
| 7D | +17.0% | -6.2% | +23.2% | +18.6% |
| 30D | -16.5% | +19.9% | -36.4% | -19.8% |
| 3M | -23.7% | +7.1% | -30.8% | -24.9% |
| 6M | +18.4% | +13.7% | +4.7% | +13.7% |
| YTD | +60.8% | +9.6% | +51.2% | +57.1% |
| 1Y | +44.2% | -1.6% | +45.8% | +43.2% |
| All | +44.2% | -6.0% | +50.2% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling