+71.4%
OTIS vs NWSA
+221.0%
-149.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -0.8% | -2.6% | +1.9% | +0.1% |
| 30D | -4.7% | +4.6% | -9.3% | -6.1% |
| 3M | +1.2% | +10.2% | -9.0% | -2.1% |
| 6M | -20.5% | +21.6% | -42.1% | -25.7% |
| YTD | -18.4% | +14.6% | -33.1% | -22.5% |
| 1Y | -18.1% | +0.4% | -18.4% | -18.9% |
| 3Y | -10.6% | +45.0% | -55.5% | -22.6% |
| 5Y | -16.1% | +41.3% | -57.4% | -28.6% |
| All | +71.4% | +221.0% | -149.6% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling