-10.1%
OTIS vs GWW
+55.5%
-65.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.7% | +1.7% |
| 7D | +9.5% | +11.1% | -1.6% | +5.8% |
| 30D | +21.1% | +15.7% | +5.4% | +15.6% |
| 3M | +9.0% | +14.8% | -5.7% | +4.3% |
| 6M | +6.4% | +30.9% | -24.5% | -2.4% |
| YTD | -7.1% | +48.5% | -55.6% | -19.6% |
| 1Y | -10.1% | +57.1% | -67.2% | -23.8% |
| All | -10.1% | +55.5% | -65.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling