-65.5%
OUST vs BWA
+56.4%
-121.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.2% | -8.3% | -8.4% |
| 7D | -3.8% | +4.3% | -8.0% | -6.1% |
| 30D | +5.1% | -13.0% | +18.1% | +15.4% |
| 3M | -25.8% | -24.8% | -1.0% | -10.3% |
| 6M | -2.0% | -23.5% | +21.5% | +18.2% |
| YTD | +54.7% | +13.8% | +40.9% | +42.3% |
| 1Y | +48.8% | +13.4% | +35.4% | +37.0% |
| 3Y | +607.8% | +62.8% | +545.1% | +413.3% |
| 5Y | -52.7% | +28.5% | -81.2% | -65.2% |
| All | -65.5% | +56.4% | -121.9% | -75.9% |
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