-52.1%
OUST vs WTW
+54.0%
-106.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.6% |
| 7D | +12.7% | -2.7% | +15.4% | +13.5% |
| 30D | -13.6% | -5.6% | -8.0% | -12.5% |
| 3M | -8.3% | +26.5% | -34.8% | -15.8% |
| 6M | +85.0% | +8.1% | +76.8% | +80.2% |
| YTD | +73.2% | -0.3% | +73.5% | +74.6% |
| 1Y | +32.5% | -0.9% | +33.3% | +34.2% |
| 3Y | +643.8% | +66.6% | +577.2% | +370.5% |
| 5Y | -52.1% | +54.0% | -106.1% | -69.1% |
| All | -52.1% | +54.0% | -106.1% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling