-44.0%
OUST vs BBWI
-67.3%
+23.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +31.9% | -4.2% | +36.1% | +34.4% |
| 30D | -4.2% | +24.9% | -29.1% | -13.1% |
| 3M | -9.3% | +13.2% | -22.5% | -15.8% |
| 6M | +51.7% | +12.1% | +39.6% | +39.7% |
| YTD | +76.6% | +11.1% | +65.5% | +60.1% |
| 1Y | +48.9% | +0.7% | +48.2% | +38.1% |
| 3Y | +675.3% | -23.8% | +699.0% | +661.9% |
| 5Y | -44.0% | -66.9% | +22.9% | -24.5% |
| All | -44.0% | -67.3% | +23.2% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling