+69.1%
OTIS vs NWSA
+218.0%
-148.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -3.0% | -2.8% | -0.2% | -2.1% |
| 30D | -6.0% | +3.0% | -9.0% | -6.9% |
| 3M | -0.9% | +12.3% | -13.2% | -4.7% |
| 6M | -17.3% | +21.9% | -39.2% | -22.7% |
| YTD | -19.6% | +13.6% | -33.1% | -23.4% |
| 1Y | -21.0% | +0.5% | -21.5% | -21.9% |
| 3Y | -12.1% | +43.8% | -55.8% | -23.7% |
| 5Y | -17.1% | +41.2% | -58.2% | -29.5% |
| All | +69.1% | +218.0% | -148.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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