-13.6%
OTIS vs NWSA
+43.0%
-56.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.8% |
| 7D | -5.0% | -4.8% | -0.3% | -3.8% |
| 30D | -6.5% | +3.0% | -9.5% | -7.2% |
| 3M | -2.0% | +9.3% | -11.3% | -4.4% |
| 6M | -20.2% | +23.2% | -43.4% | -24.9% |
| YTD | -21.0% | +13.3% | -34.3% | -24.1% |
| 1Y | -20.9% | +2.9% | -23.7% | -21.8% |
| All | -13.6% | +43.0% | -56.6% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling