+464.4%
EWT vs OTIS
+91.3%
+373.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.4% |
| 7D | -1.1% | -3.0% | +1.8% | -0.4% |
| 30D | +4.5% | -6.0% | +10.5% | +6.0% |
| 3M | +8.3% | -0.9% | +9.1% | +8.2% |
| 6M | +54.2% | -17.3% | +71.6% | +61.5% |
| YTD | +74.6% | -19.6% | +94.1% | +83.8% |
| 1Y | +84.9% | -21.0% | +105.9% | +95.4% |
| 3Y | +197.5% | -12.1% | +209.6% | +202.1% |
| 5Y | +150.6% | -17.1% | +167.7% | +152.1% |
| All | +464.4% | +91.3% | +373.1% | +431.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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