+51.2%
SHW vs OUST
-62.4%
+113.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.4% |
| 7D | -3.2% | +5.2% | -8.5% | -3.4% |
| 30D | -9.5% | -19.3% | +9.7% | -8.8% |
| 3M | +11.5% | -22.6% | +34.1% | +11.6% |
| 6M | -3.5% | +62.8% | -66.3% | -7.4% |
| YTD | +3.7% | +68.3% | -64.6% | -0.8% |
| 1Y | -7.9% | +28.5% | -36.4% | -11.5% |
| 3Y | +24.7% | +554.0% | -529.3% | +5.2% |
| 5Y | +13.6% | -56.2% | +69.8% | +0.6% |
| All | +51.2% | -62.4% | +113.7% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling