+49.9%
OUST vs BBWI
+1.2%
+48.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.7% |
| 7D | +19.9% | -4.5% | +24.5% | +21.0% |
| 30D | +3.6% | +17.1% | -13.5% | +0.2% |
| 3M | -20.6% | +17.5% | -38.1% | -23.8% |
| 6M | +35.1% | +12.8% | +22.2% | +30.1% |
| YTD | +69.1% | +8.2% | +61.0% | +65.9% |
| 1Y | +49.9% | -1.8% | +51.7% | +49.2% |
| All | +49.9% | +1.2% | +48.7% | +49.2% |
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