+6.7%
OUST vs BBWI
+21.4%
-14.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.2% | -2.8% | -8.2% |
| 7D | -5.0% | -3.1% | -2.0% | -4.5% |
| 30D | -32.0% | +23.1% | -55.2% | -33.3% |
| 3M | -32.4% | +7.3% | -39.7% | -31.0% |
| 6M | +6.7% | +22.6% | -15.9% | +7.1% |
| All | +6.7% | +21.4% | -14.7% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling