-60.6%
OUST vs BWA
+57.5%
-118.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.0% |
| 7D | +14.0% | +1.7% | +12.2% | +13.3% |
| 30D | +2.5% | -14.6% | +17.2% | +14.1% |
| 3M | -15.3% | -26.2% | +10.9% | +3.5% |
| 6M | +42.6% | -18.4% | +61.0% | +66.3% |
| YTD | +76.6% | +14.7% | +61.9% | +61.7% |
| 1Y | +54.1% | +13.3% | +40.7% | +42.0% |
| 3Y | +675.3% | +64.7% | +610.6% | +458.0% |
| 5Y | -45.1% | +32.2% | -77.2% | -60.0% |
| All | -60.6% | +57.5% | -118.1% | -72.6% |
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