+130.9%
SHW vs OTIS
+91.3%
+39.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +1.1% |
| 7D | -3.1% | -3.0% | -0.2% | -1.9% |
| 30D | -10.0% | -6.0% | -4.0% | -7.6% |
| 3M | +2.3% | -0.9% | +3.1% | +2.6% |
| 6M | +0.7% | -17.3% | +18.0% | +8.8% |
| YTD | +0.5% | -19.6% | +20.1% | +9.7% |
| 1Y | -11.5% | -21.0% | +9.5% | -2.8% |
| 3Y | +21.3% | -12.1% | +33.4% | +26.2% |
| 5Y | +12.5% | -17.1% | +29.6% | +16.5% |
| All | +130.9% | +91.3% | +39.6% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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