-62.4%
OUST vs GWRE
+41.8%
-104.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -19.9% | +21.6% | +10.7% |
| 7D | +5.2% | -21.1% | +26.3% | +15.2% |
| 30D | -19.3% | +1.3% | -20.6% | -22.7% |
| 3M | -22.6% | +7.4% | -30.1% | -30.8% |
| 6M | +62.8% | +5.6% | +57.2% | +38.5% |
| YTD | +68.3% | -19.2% | +87.5% | +70.1% |
| 1Y | +28.5% | -25.1% | +53.7% | +32.8% |
| 3Y | +554.0% | +87.7% | +466.3% | +153.5% |
| 5Y | -56.2% | +32.0% | -88.3% | -78.7% |
| All | -62.4% | +41.8% | -104.2% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling