+0.1%
OTIS vs WCC
+139.9%
-139.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.7% |
| 7D | -1.8% | +9.9% | -11.8% | -3.5% |
| 30D | +12.1% | -8.4% | +20.6% | +13.1% |
| 3M | +6.8% | -10.3% | +17.1% | +7.7% |
| 6M | +7.1% | -10.5% | +17.6% | +7.6% |
| YTD | -9.8% | +32.2% | -42.0% | -17.1% |
| 1Y | -12.6% | +25.5% | -38.1% | -18.9% |
| 3Y | +0.1% | +134.7% | -134.6% | -24.3% |
| All | +0.1% | +139.9% | -139.9% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling