-21.0%
OTIS vs WCC
+66.3%
-87.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.5% |
| 7D | -3.0% | +1.4% | -4.3% | -3.1% |
| 30D | -6.0% | -2.3% | -3.7% | -5.9% |
| 3M | -0.9% | +3.7% | -4.5% | -1.1% |
| 6M | -17.3% | +34.8% | -52.1% | -20.2% |
| YTD | -19.6% | +46.1% | -65.7% | -23.4% |
| 1Y | -21.0% | +62.7% | -83.8% | -26.2% |
| All | -21.0% | +66.3% | -87.4% | -26.2% |
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