+2.2%
SW vs OTIS
-14.9%
+17.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | -5.1% | -0.7% | -4.4% | -4.6% |
| 30D | -4.6% | -2.0% | -2.6% | -3.2% |
| 3M | +9.4% | +2.6% | +6.8% | +7.4% |
| 6M | +3.5% | -20.9% | +24.4% | +21.2% |
| YTD | +22.0% | -17.1% | +39.1% | +39.4% |
| 1Y | +2.2% | -15.9% | +18.1% | +13.6% |
| All | +2.2% | -14.9% | +17.1% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling