-11.8%
OTIS vs WCC
+129.2%
-141.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -2.2% | +6.8% | -9.0% | -3.0% |
| 30D | -4.3% | -3.0% | -1.3% | -4.1% |
| 3M | -2.2% | +0.2% | -2.4% | -2.5% |
| 6M | -19.9% | +33.2% | -53.1% | -23.6% |
| YTD | -19.3% | +45.8% | -65.1% | -24.3% |
| 1Y | -19.6% | +68.4% | -87.9% | -26.5% |
| All | -11.8% | +129.2% | -141.1% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling