+43.1%
SHW vs OUST
+537.2%
-494.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.0% | +5.0% | -3.7% |
| 7D | +5.7% | -5.0% | +10.8% | +5.9% |
| 30D | +8.7% | -32.0% | +40.7% | +9.9% |
| 3M | -5.4% | -32.4% | +27.0% | -4.4% |
| 6M | +12.2% | +6.7% | +5.5% | +10.1% |
| YTD | +8.5% | +41.0% | -32.6% | +4.6% |
| 1Y | +4.9% | +18.0% | -13.0% | +1.8% |
| All | +43.1% | +537.2% | -494.1% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling