-53.8%
OUST vs BWA
+91.4%
-145.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | -0.3% |
| 7D | +5.2% | +5.7% | -0.4% | +1.2% |
| 30D | -19.3% | +1.4% | -20.7% | -19.9% |
| 3M | -22.6% | -12.1% | -10.6% | -14.6% |
| 6M | +62.8% | +28.6% | +34.2% | +40.9% |
| YTD | +68.3% | +51.1% | +17.3% | +23.1% |
| 1Y | +28.5% | +55.9% | -27.3% | -9.0% |
| 3Y | +554.0% | +70.1% | +483.9% | +318.5% |
| All | -53.8% | +91.4% | -145.2% | -76.2% |
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