+166.8%
SW vs OTIS
+97.1%
+69.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -4.6% | -2.0% | -2.6% | -4.1% |
| 3M | +9.4% | +2.6% | +6.8% | +8.8% |
| 6M | +3.5% | -20.9% | +24.4% | +9.3% |
| YTD | +22.0% | -17.1% | +39.1% | +27.7% |
| 1Y | +2.2% | -15.9% | +18.1% | +6.6% |
| 3Y | +19.6% | -12.7% | +32.3% | +22.9% |
| 5Y | -2.3% | -15.7% | +13.4% | -1.1% |
| All | +166.8% | +97.1% | +69.7% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling