+0.6%
OTIS vs WAB
+168.8%
-168.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.2% |
| 7D | -1.3% | +5.1% | -6.4% | -2.5% |
| 30D | +12.8% | +4.0% | +8.8% | +11.5% |
| 3M | +7.4% | +0.1% | +7.3% | +7.2% |
| 6M | +7.7% | +12.8% | -5.1% | +3.9% |
| YTD | -9.3% | +40.1% | -49.3% | -17.4% |
| 1Y | -12.1% | +46.4% | -58.5% | -21.0% |
| 3Y | +0.6% | +167.4% | -166.7% | -28.8% |
| All | +0.6% | +168.8% | -168.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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