-16.5%
OTIS vs GWRE
+15.1%
-31.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -3.0% | -13.2% | +10.3% | -1.3% |
| 30D | -6.0% | -18.6% | +12.6% | -4.2% |
| 3M | -0.9% | +18.9% | -19.8% | -3.8% |
| 6M | -17.3% | -11.0% | -6.4% | -17.4% |
| YTD | -19.6% | -29.9% | +10.3% | -16.7% |
| 1Y | -21.0% | -44.3% | +23.3% | -15.1% |
| 3Y | -12.1% | +51.7% | -63.8% | -26.4% |
| All | -16.5% | +15.1% | -31.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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