+69.1%
OTIS vs GWW
+490.6%
-421.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -3.0% | -3.4% | +0.4% | -1.6% |
| 30D | -6.0% | -1.9% | -4.1% | -5.3% |
| 3M | -0.9% | -2.4% | +1.5% | -0.1% |
| 6M | -17.3% | +15.7% | -33.1% | -22.4% |
| YTD | -19.6% | +27.6% | -47.2% | -27.9% |
| 1Y | -21.0% | +27.2% | -48.2% | -29.3% |
| 3Y | -12.1% | +89.7% | -101.8% | -35.0% |
| 5Y | -17.1% | +223.9% | -241.0% | -52.1% |
| All | +69.1% | +490.6% | -421.5% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling