+66.1%
OTIS vs BBWI
+159.4%
-93.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.8% |
| 7D | -5.0% | -8.0% | +3.0% | -4.0% |
| 30D | -6.5% | -6.6% | +0.1% | -5.8% |
| 3M | -2.0% | -2.7% | +0.8% | -2.0% |
| 6M | -20.2% | -12.8% | -7.4% | -19.5% |
| YTD | -21.0% | -10.5% | -10.5% | -20.8% |
| 1Y | -20.9% | -35.3% | +14.5% | -17.8% |
| 3Y | -13.3% | -47.7% | +34.4% | -9.9% |
| 5Y | -18.5% | -68.9% | +50.3% | -11.2% |
| All | +66.1% | +159.4% | -93.3% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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