-10.1%
OTIS vs WCC
+24.5%
-34.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -9.9% | +13.8% | +4.0% |
| 7D | +9.5% | -8.8% | +18.3% | +9.5% |
| 30D | +21.1% | -16.0% | +37.1% | +21.8% |
| 3M | +9.0% | -15.2% | +24.2% | +9.5% |
| 6M | +6.4% | -8.4% | +14.8% | +6.3% |
| YTD | -7.1% | +30.1% | -37.2% | -12.4% |
| 1Y | -10.1% | +26.4% | -36.6% | -16.0% |
| All | -10.1% | +24.5% | -34.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling