-60.6%
OUST vs WTW
+70.3%
-130.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.3% |
| 7D | +31.9% | +1.6% | +30.3% | +31.4% |
| 30D | -4.2% | +12.4% | -16.6% | -7.2% |
| 3M | -9.3% | -2.6% | -6.6% | -9.0% |
| 6M | +51.7% | +30.8% | +20.9% | +36.6% |
| YTD | +76.6% | +2.3% | +74.3% | +74.8% |
| 1Y | +48.9% | +4.9% | +44.0% | +45.2% |
| 3Y | +675.3% | +43.9% | +631.4% | +503.3% |
| 5Y | -44.0% | +53.8% | -97.9% | -59.6% |
| All | -60.6% | +70.3% | -130.9% | -73.3% |
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