+74.2%
OTIS vs WAB
+634.3%
-560.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.7% | -3.2% | +2.5% | +0.5% |
| 30D | -2.0% | -4.4% | +2.4% | -0.4% |
| 3M | +2.6% | +7.9% | -5.3% | -0.9% |
| 6M | -20.9% | +8.7% | -29.6% | -24.1% |
| YTD | -17.1% | +33.0% | -50.1% | -26.4% |
| 1Y | -15.9% | +46.7% | -62.6% | -28.4% |
| 3Y | -12.7% | +153.0% | -165.7% | -42.2% |
| 5Y | -15.7% | +222.3% | -238.0% | -49.9% |
| All | +74.2% | +634.3% | -560.0% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling