-55.8%
OUST vs BWA
+27.4%
-83.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.2% | -8.3% | -8.4% |
| 7D | -3.8% | +4.3% | -8.0% | -6.5% |
| 30D | +5.1% | -13.0% | +18.1% | +16.8% |
| 3M | -25.8% | -24.8% | -1.0% | -8.1% |
| 6M | -2.0% | -23.5% | +21.5% | +20.9% |
| YTD | +54.7% | +13.8% | +40.9% | +38.9% |
| 1Y | +48.8% | +13.4% | +35.4% | +33.7% |
| 3Y | +607.8% | +62.8% | +545.1% | +373.1% |
| All | -55.8% | +27.4% | -83.3% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling