-16.8%
OTIS vs WAT
-4.9%
-11.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -2.2% | -1.8% | -0.4% | -1.7% |
| 30D | -4.3% | -1.7% | -2.6% | -4.0% |
| 3M | -2.2% | +9.1% | -11.2% | -4.4% |
| 6M | -19.9% | +32.4% | -52.3% | -26.1% |
| YTD | -19.3% | +6.6% | -25.9% | -21.5% |
| 1Y | -19.6% | +34.7% | -54.3% | -26.9% |
| 3Y | -11.5% | +53.6% | -65.1% | -27.1% |
| 5Y | -16.8% | -4.1% | -12.7% | -18.3% |
| All | -16.8% | -4.9% | -11.9% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling