+58.5%
SHW vs OUST
-65.5%
+124.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | -0.1% |
| 7D | +1.7% | -3.8% | +5.5% | +1.8% |
| 30D | +7.8% | +5.1% | +2.8% | +7.4% |
| 3M | -3.0% | -25.8% | +22.8% | -2.2% |
| 6M | +14.8% | -2.0% | +16.8% | +13.0% |
| YTD | +8.8% | +54.7% | -46.0% | +4.0% |
| 1Y | +4.2% | +48.8% | -44.6% | -0.3% |
| 3Y | +41.5% | +607.8% | -566.3% | +18.8% |
| 5Y | +10.5% | -52.7% | +63.2% | -2.2% |
| All | +58.5% | -65.5% | +124.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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