+6.8%
OTIS vs WCC
-12.1%
+18.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.2% |
| 7D | -1.8% | +9.9% | -11.8% | -0.4% |
| 30D | +12.1% | -8.4% | +20.6% | +10.7% |
| 3M | +6.8% | -10.3% | +17.1% | +5.5% |
| All | +6.8% | -12.1% | +18.8% | +5.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling