-60.6%
OUST vs WTW
+71.0%
-131.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +14.0% | -0.9% | +14.9% | +14.1% |
| 30D | +2.5% | +12.0% | -9.4% | -0.5% |
| 3M | -15.3% | -2.1% | -13.2% | -15.2% |
| 6M | +42.6% | +34.8% | +7.9% | +27.0% |
| YTD | +76.6% | +2.7% | +73.9% | +74.7% |
| 1Y | +54.1% | +5.1% | +49.0% | +50.3% |
| 3Y | +675.3% | +44.4% | +630.8% | +502.8% |
| 5Y | -45.1% | +55.1% | -100.2% | -60.5% |
| All | -60.6% | +71.0% | -131.6% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling