-65.5%
OUST vs GWRE
+38.1%
-103.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.1% | -7.4% | -8.1% |
| 7D | -3.8% | -2.0% | -1.8% | -3.0% |
| 30D | +5.1% | -4.1% | +9.1% | +5.8% |
| 3M | -25.8% | -13.4% | -12.5% | -24.7% |
| 6M | -2.0% | +26.0% | -28.0% | -24.8% |
| YTD | +54.7% | -21.3% | +76.0% | +54.7% |
| 1Y | +48.8% | -27.5% | +76.3% | +58.1% |
| 3Y | +607.8% | +72.7% | +535.1% | +190.1% |
| 5Y | -52.7% | +26.4% | -79.1% | -77.0% |
| All | -65.5% | +38.1% | -103.6% | -83.6% |
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