+74.2%
OTIS vs WAT
+132.3%
-58.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -0.7% | -1.3% | +0.5% | -0.4% |
| 30D | -2.0% | +2.3% | -4.3% | -2.6% |
| 3M | +2.6% | +8.7% | -6.2% | +0.2% |
| 6M | -20.9% | +28.3% | -49.2% | -26.4% |
| YTD | -17.1% | +7.8% | -24.9% | -19.6% |
| 1Y | -15.9% | +36.6% | -52.5% | -23.9% |
| 3Y | -12.7% | +45.7% | -58.4% | -25.7% |
| 5Y | -15.7% | -3.3% | -12.4% | -20.7% |
| All | +74.2% | +132.3% | -58.0% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling