-44.0%
OUST vs GWRE
+22.8%
-66.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.5% |
| 7D | +31.9% | -3.5% | +35.3% | +33.9% |
| 30D | -4.2% | -7.1% | +2.9% | -2.2% |
| 3M | -9.3% | -10.1% | +0.8% | -9.9% |
| 6M | +51.7% | +12.3% | +39.4% | +23.9% |
| YTD | +76.6% | -22.7% | +99.3% | +79.2% |
| 1Y | +48.9% | -28.6% | +77.5% | +60.7% |
| 3Y | +675.3% | +70.7% | +604.6% | +188.2% |
| 5Y | -44.0% | +24.4% | -68.5% | -72.2% |
| All | -44.0% | +22.8% | -66.8% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling