+49.3%
SW vs OTIS
+5.4%
+43.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +4.7% | +6.5% | -1.9% | +2.0% |
| 30D | +5.0% | +19.6% | -14.6% | -2.3% |
| 3M | -7.3% | +9.4% | -16.7% | -10.7% |
| 6M | +15.0% | +6.4% | +8.6% | +11.8% |
| YTD | +18.5% | -7.5% | +26.0% | +20.9% |
| 1Y | +27.1% | -11.0% | +38.1% | +30.8% |
| All | +49.3% | +5.4% | +43.9% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling