+66.1%
OTIS vs BWA
+332.6%
-266.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -5.0% | -0.1% | -5.0% | -5.0% |
| 30D | -6.5% | -5.5% | -1.0% | -5.5% |
| 3M | -2.0% | -7.6% | +5.7% | -0.7% |
| 6M | -20.2% | +25.0% | -45.2% | -25.1% |
| YTD | -21.0% | +47.0% | -67.9% | -29.6% |
| 1Y | -20.9% | +54.0% | -74.9% | -30.5% |
| 3Y | -13.3% | +70.7% | -84.0% | -27.6% |
| 5Y | -18.5% | +86.7% | -105.2% | -35.1% |
| All | +66.1% | +332.6% | -266.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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