+74.2%
OTIS vs WCC
+2,261.6%
-2,187.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -1.1% |
| 7D | -0.7% | +4.5% | -5.2% | -1.5% |
| 30D | -2.0% | -5.8% | +3.8% | -1.1% |
| 3M | +2.6% | -3.7% | +6.2% | +2.6% |
| 6M | -20.9% | +23.1% | -44.0% | -24.8% |
| YTD | -17.1% | +44.2% | -61.3% | -23.7% |
| 1Y | -15.9% | +62.1% | -78.0% | -24.7% |
| 3Y | -12.7% | +121.1% | -133.9% | -29.5% |
| 5Y | -15.7% | +214.0% | -229.7% | -38.3% |
| All | +74.2% | +2,261.6% | -2,187.4% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling