+4.1%
SHW vs OUST
+50.6%
-46.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.1% | +14.0% | -16.1% | -2.3% |
| 30D | +11.1% | +2.5% | +8.6% | +11.0% |
| 3M | -2.2% | -15.3% | +13.2% | -2.1% |
| 6M | +14.3% | +42.6% | -28.3% | +12.3% |
| YTD | +10.6% | +76.6% | -66.0% | +8.0% |
| 1Y | +4.1% | +54.1% | -50.0% | +2.2% |
| All | +4.1% | +50.6% | -46.5% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling