+41.7%
SW vs OUST
-62.4%
+104.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | -5.1% | +5.2% | -10.3% | -5.4% |
| 30D | -4.6% | -19.3% | +14.7% | -3.4% |
| 3M | +9.4% | -22.6% | +32.0% | +9.7% |
| 6M | +3.5% | +62.8% | -59.3% | -2.4% |
| YTD | +22.0% | +68.3% | -46.3% | +14.4% |
| 1Y | +2.2% | +28.5% | -26.3% | -3.3% |
| 3Y | +19.6% | +554.0% | -534.4% | -5.8% |
| 5Y | -2.3% | -56.2% | +53.9% | -13.0% |
| All | +41.7% | -62.4% | +104.1% | +26.8% |
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 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