-18.5%
OTIS vs WAB
+220.1%
-238.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -6.5% | -5.9% | -0.6% | -4.3% |
| 3M | -2.0% | +9.4% | -11.3% | -6.1% |
| 6M | -20.2% | +13.8% | -34.0% | -25.0% |
| YTD | -21.0% | +31.8% | -52.7% | -30.3% |
| 1Y | -20.9% | +48.5% | -69.4% | -33.9% |
| 3Y | -13.3% | +167.0% | -180.3% | -48.4% |
| 5Y | -18.5% | +222.3% | -240.9% | -57.4% |
| All | -18.5% | +220.1% | -238.7% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling