-21.0%
OTIS vs GWW
+29.1%
-50.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -3.0% | -3.4% | +0.4% | -2.0% |
| 30D | -6.0% | -1.9% | -4.1% | -5.5% |
| 3M | -0.9% | -2.4% | +1.5% | -0.3% |
| 6M | -17.3% | +15.7% | -33.1% | -21.0% |
| YTD | -19.6% | +27.6% | -47.2% | -26.4% |
| 1Y | -21.0% | +27.2% | -48.2% | -28.1% |
| All | -21.0% | +29.1% | -50.1% | -28.1% |
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 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