-10.6%
OTIS vs WAT
+49.0%
-59.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -0.8% | -0.7% | 0.0% | -0.6% |
| 30D | -4.7% | -1.0% | -3.8% | -4.6% |
| 3M | +1.2% | +10.9% | -9.7% | -0.6% |
| 6M | -20.5% | +33.2% | -53.7% | -24.8% |
| YTD | -18.4% | +6.1% | -24.5% | -19.8% |
| 1Y | -18.1% | +30.2% | -48.3% | -22.7% |
| 3Y | -10.6% | +52.9% | -63.4% | -19.7% |
| All | -10.6% | +49.0% | -59.6% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling