-62.6%
OUST vs WTW
+60.0%
-122.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.2% | -2.4% |
| 7D | +4.0% | -7.1% | +11.2% | +6.1% |
| 30D | -14.0% | -8.5% | -5.4% | -12.1% |
| 3M | -5.9% | +20.6% | -26.5% | -12.4% |
| 6M | +76.4% | +7.2% | +69.1% | +70.3% |
| YTD | +67.5% | -3.9% | +71.3% | +69.0% |
| 1Y | +27.1% | -3.6% | +30.7% | +28.3% |
| 3Y | +619.0% | +60.7% | +558.4% | +402.3% |
| 5Y | -54.9% | +42.2% | -97.1% | -66.7% |
| All | -62.6% | +60.0% | -122.6% | -74.2% |
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