+15.6%
SHW vs OUST
-50.0%
+65.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.8% | -6.8% | +3.5% |
| 7D | +1.6% | +36.7% | -35.1% | +0.1% |
| 30D | +12.1% | -3.3% | +15.4% | +12.0% |
| 3M | -3.0% | -11.1% | +8.2% | -2.9% |
| 6M | +13.5% | +53.1% | -39.5% | +8.8% |
| YTD | +11.2% | +78.2% | -67.0% | +5.0% |
| 1Y | +6.2% | +50.0% | -43.8% | +1.1% |
| 3Y | +45.6% | +836.2% | -790.5% | +15.8% |
| 5Y | +15.6% | -50.0% | +65.6% | +6.4% |
| All | +15.6% | -50.0% | +65.6% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling