+66.1%
OTIS vs WAT
+127.9%
-61.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.8% |
| 7D | -5.0% | -2.9% | -2.1% | -4.3% |
| 30D | -6.5% | -3.2% | -3.3% | -5.7% |
| 3M | -2.0% | +10.6% | -12.5% | -4.6% |
| 6M | -20.2% | +34.0% | -54.2% | -26.6% |
| YTD | -21.0% | +5.7% | -26.7% | -23.0% |
| 1Y | -20.9% | +37.1% | -57.9% | -28.4% |
| 3Y | -13.3% | +52.4% | -65.7% | -27.4% |
| 5Y | -18.5% | -4.4% | -14.1% | -23.1% |
| All | +66.1% | +127.9% | -61.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling