-18.3%
SWK vs OUST
-65.4%
+47.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +15.7% | -2.6% | +11.4% |
| 7D | +17.9% | -0.2% | +18.1% | +17.8% |
| 30D | +31.9% | -24.0% | +55.9% | +35.2% |
| 3M | +16.6% | -29.9% | +46.5% | +20.0% |
| 6M | +61.1% | +19.1% | +42.0% | +52.4% |
| YTD | +64.2% | +55.0% | +9.2% | +49.4% |
| 1Y | +85.2% | +21.2% | +64.0% | +72.3% |
| 3Y | +50.2% | +626.0% | -575.8% | +6.1% |
| 5Y | -22.8% | -51.6% | +28.8% | -39.1% |
| All | -18.3% | -65.4% | +47.2% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling