+28.5%
OUST vs WTW
+3.0%
+25.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +0.6% |
| 7D | +5.2% | -2.6% | +7.8% | +3.7% |
| 30D | -19.3% | -1.0% | -18.3% | -19.3% |
| 3M | -22.6% | +29.9% | -52.6% | -10.1% |
| 6M | +62.8% | +10.7% | +52.1% | +93.5% |
| YTD | +68.3% | +2.6% | +65.8% | +103.2% |
| 1Y | +28.5% | +2.8% | +25.8% | +70.1% |
| All | +28.5% | +3.0% | +25.6% | +70.1% |
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