+69.6%
OTIS vs GWW
+490.0%
-420.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | -4.3% | -1.4% | -2.9% | -3.8% |
| 3M | -2.2% | -3.6% | +1.5% | -0.9% |
| 6M | -19.9% | +15.1% | -35.0% | -24.7% |
| YTD | -19.3% | +27.5% | -46.8% | -27.7% |
| 1Y | -19.6% | +29.6% | -49.2% | -28.5% |
| 3Y | -11.5% | +90.1% | -101.6% | -34.7% |
| 5Y | -16.8% | +222.6% | -239.4% | -51.8% |
| All | +69.6% | +490.0% | -420.5% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling