-24.6%
SWK vs OUST
-56.4%
+31.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.0% | +6.4% | -1.5% |
| 7D | +11.3% | -5.0% | +16.3% | +11.9% |
| 30D | +28.1% | -32.0% | +60.1% | +33.3% |
| 3M | +12.6% | -32.4% | +44.9% | +16.8% |
| 6M | +51.7% | +6.7% | +45.0% | +44.2% |
| YTD | +60.0% | +41.0% | +18.9% | +45.1% |
| 1Y | +72.7% | +18.0% | +54.7% | +59.6% |
| 3Y | +46.3% | +560.6% | -514.3% | -2.2% |
| 5Y | -24.6% | -55.1% | +30.5% | -38.6% |
| All | -24.6% | -56.4% | +31.8% | -38.6% |
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 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