-16.8%
OTIS vs BBWI
-68.8%
+52.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | -0.2% |
| 7D | -2.2% | -4.4% | +2.3% | -1.6% |
| 30D | -4.3% | -7.4% | +3.1% | -3.5% |
| 3M | -2.2% | -2.2% | +0.1% | -2.3% |
| 6M | -19.9% | -16.3% | -3.6% | -18.7% |
| YTD | -19.3% | -9.1% | -10.2% | -19.3% |
| 1Y | -19.6% | -34.5% | +15.0% | -16.2% |
| 3Y | -11.5% | -47.0% | +35.4% | -8.2% |
| 5Y | -16.8% | -68.8% | +52.1% | -5.7% |
| All | -16.8% | -68.8% | +52.1% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling