+28.1%
SW vs OTIS
-9.8%
+37.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +1.2% |
| 7D | +12.1% | +9.5% | +2.6% | +4.6% |
| 30D | +6.6% | +21.1% | -14.6% | -8.0% |
| 3M | -6.0% | +9.0% | -15.0% | -11.7% |
| 6M | +21.5% | +6.4% | +15.0% | +16.1% |
| YTD | +20.3% | -7.1% | +27.4% | +30.1% |
| 1Y | +28.1% | -10.1% | +38.3% | +43.6% |
| All | +28.1% | -9.8% | +37.9% | +43.6% |
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