-0.1%
SW vs OUST
-52.6%
+52.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +15.7% | -11.7% | +3.0% |
| 7D | +12.1% | -0.2% | +12.3% | +11.9% |
| 30D | +6.6% | -24.0% | +30.5% | +8.2% |
| 3M | -6.0% | -29.9% | +23.9% | -4.3% |
| 6M | +21.5% | +19.1% | +2.3% | +16.8% |
| YTD | +20.3% | +55.0% | -34.7% | +12.5% |
| 1Y | +28.1% | +21.2% | +7.0% | +21.7% |
| 3Y | +51.6% | +626.0% | -574.4% | +15.5% |
| 5Y | -0.1% | -51.6% | +51.5% | +0.5% |
| All | -0.1% | -52.6% | +52.4% | +0.5% |
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