-62.3%
OUST vs BWA
+56.7%
-119.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.9% |
| 7D | +19.9% | +7.3% | +12.6% | +15.0% |
| 30D | +3.6% | -15.8% | +19.4% | +16.3% |
| 3M | -20.6% | -25.7% | +5.1% | -3.3% |
| 6M | +35.1% | -19.6% | +54.7% | +58.9% |
| YTD | +69.1% | +14.1% | +55.1% | +55.4% |
| 1Y | +49.9% | +12.2% | +37.8% | +39.1% |
| 3Y | +642.4% | +63.8% | +578.6% | +436.2% |
| 5Y | -48.3% | +28.7% | -77.0% | -62.0% |
| All | -62.3% | +56.7% | -119.0% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling