+573.7%
OUST vs BBWI
-25.6%
+599.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.2% | -2.8% | -6.9% |
| 7D | -5.0% | -3.1% | -2.0% | -3.8% |
| 30D | -32.0% | +23.1% | -55.2% | -37.1% |
| 3M | -32.4% | +7.3% | -39.7% | -35.0% |
| 6M | +6.7% | +22.6% | -15.9% | -3.7% |
| YTD | +41.0% | +13.3% | +27.8% | +29.5% |
| 1Y | +18.0% | -2.6% | +20.6% | +13.8% |
| All | +573.7% | -25.6% | +599.3% | +525.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling