+675.3%
OUST vs GWRE
+73.3%
+602.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.6% |
| 7D | +31.9% | -3.5% | +35.3% | +32.3% |
| 30D | -4.2% | -7.1% | +2.9% | -3.9% |
| 3M | -9.3% | -10.1% | +0.8% | -9.5% |
| 6M | +51.7% | +12.3% | +39.4% | +43.8% |
| YTD | +76.6% | -22.7% | +99.3% | +86.7% |
| 1Y | +48.9% | -28.6% | +77.5% | +62.3% |
| 3Y | +675.3% | +70.7% | +604.6% | +365.5% |
| All | +675.3% | +73.3% | +602.0% | +365.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling