+10.5%
SHW vs OTIS
-19.0%
+29.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.1% |
| 7D | -4.5% | -5.0% | +0.6% | -1.8% |
| 30D | -12.7% | -6.5% | -6.2% | -9.5% |
| 3M | +4.7% | -2.0% | +6.6% | +5.8% |
| 6M | -3.4% | -20.2% | +16.8% | +8.6% |
| YTD | -1.3% | -21.0% | +19.6% | +11.3% |
| 1Y | -10.4% | -20.9% | +10.5% | +0.8% |
| 3Y | +20.1% | -13.3% | +33.4% | +24.0% |
| 5Y | +10.5% | -18.5% | +29.0% | +12.4% |
| All | +10.5% | -19.0% | +29.5% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling