-62.4%
OUST vs BBWI
-16.6%
-45.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +0.6% |
| 7D | +5.2% | +1.5% | +3.7% | +4.6% |
| 30D | -19.3% | -5.2% | -14.1% | -18.3% |
| 3M | -22.6% | +11.1% | -33.7% | -27.0% |
| 6M | +62.8% | -13.4% | +76.2% | +67.0% |
| YTD | +68.3% | +0.1% | +68.2% | +61.8% |
| 1Y | +28.5% | -36.1% | +64.7% | +46.6% |
| 3Y | +554.0% | -44.1% | +598.1% | +644.7% |
| 5Y | -56.2% | -66.2% | +10.0% | -42.8% |
| All | -62.4% | -16.6% | -45.9% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling