+88.8%
OTIS vs WAT
+162.3%
-73.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | 0.0% |
| 7D | -3.0% | +2.0% | -5.0% | -3.5% |
| 30D | +14.0% | +7.7% | +6.3% | +11.7% |
| 3M | +4.9% | +11.1% | -6.1% | +1.9% |
| 6M | +5.4% | +31.2% | -25.9% | -2.2% |
| YTD | -10.2% | +21.7% | -31.9% | -15.7% |
| 1Y | -13.4% | +19.3% | -32.7% | -18.3% |
| 3Y | -0.7% | +80.6% | -81.3% | -20.5% |
| 5Y | -2.1% | +29.5% | -31.6% | -14.6% |
| All | +88.8% | +162.3% | -73.5% | +30.6% |
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