+69.1%
OTIS vs WCC
+2,294.3%
-2,225.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.1% |
| 7D | -3.0% | +1.4% | -4.3% | -3.2% |
| 30D | -6.0% | -2.3% | -3.7% | -5.8% |
| 3M | -0.9% | +3.7% | -4.5% | -2.1% |
| 6M | -17.3% | +34.8% | -52.1% | -22.6% |
| YTD | -19.6% | +46.1% | -65.7% | -26.2% |
| 1Y | -21.0% | +62.7% | -83.8% | -29.3% |
| 3Y | -12.1% | +133.6% | -145.7% | -29.8% |
| 5Y | -17.1% | +226.1% | -243.1% | -39.7% |
| All | +69.1% | +2,294.3% | -2,225.2% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling