+149.2%
SW vs OTIS
+115.8%
+33.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | +5.0% | +12.8% | -7.8% | +1.8% |
| 3M | -13.7% | +7.4% | -21.0% | -15.3% |
| 6M | +8.0% | +7.7% | +0.3% | +5.9% |
| YTD | +14.0% | -9.3% | +23.2% | +16.4% |
| 1Y | +25.6% | -12.1% | +37.7% | +29.1% |
| 3Y | +40.1% | +0.6% | +39.5% | +39.3% |
| 5Y | -2.6% | -1.1% | -1.5% | -4.4% |
| All | +149.2% | +115.8% | +33.4% | +114.7% |
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