+90.7%
OTIS vs WCC
+2,065.4%
-1,974.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -1.3% | +9.9% | -11.2% | -2.9% |
| 30D | +12.8% | -8.4% | +21.2% | +13.8% |
| 3M | +7.4% | -10.3% | +17.7% | +8.3% |
| 6M | +7.7% | -10.5% | +18.2% | +8.2% |
| YTD | -9.3% | +32.2% | -41.4% | -15.9% |
| 1Y | -12.1% | +25.5% | -37.6% | -17.9% |
| 3Y | +0.6% | +134.7% | -134.1% | -20.5% |
| 5Y | -1.1% | +139.9% | -141.0% | -24.9% |
| All | +90.7% | +2,065.4% | -1,974.7% | +11.4% |
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