-63.7%
OUST vs GWRE
+22.3%
-86.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.1% |
| 7D | -1.7% | -30.9% | +29.3% | +14.1% |
| 30D | -21.9% | -20.7% | -1.2% | -16.2% |
| 3M | -8.2% | +20.2% | -28.4% | -25.1% |
| 6M | +57.5% | -11.9% | +69.3% | +47.4% |
| YTD | +62.8% | -30.3% | +93.1% | +75.2% |
| 1Y | +24.5% | -44.6% | +69.2% | +58.8% |
| 3Y | +599.0% | +48.8% | +550.2% | +218.0% |
| 5Y | -54.9% | +14.8% | -69.7% | -76.8% |
| All | -63.7% | +22.3% | -86.0% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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