+21.2%
OUST vs WTW
+8.6%
+12.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.0% | +12.8% | +17.7% |
| 7D | -0.2% | +4.9% | -5.1% | +2.9% |
| 30D | -24.0% | +17.1% | -41.1% | -15.2% |
| 3M | -29.9% | -0.3% | -29.6% | -28.8% |
| 6M | +19.1% | +30.7% | -11.5% | +48.6% |
| YTD | +55.0% | +3.7% | +51.3% | +93.9% |
| 1Y | +21.2% | +5.9% | +15.3% | +47.6% |
| All | +21.2% | +8.6% | +12.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling