-18.5%
OTIS vs WCN
+25.5%
-44.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -5.0% | -4.4% | -0.6% | -3.2% |
| 30D | -6.5% | -4.4% | -2.0% | -4.7% |
| 3M | -2.0% | +0.5% | -2.4% | -2.2% |
| 6M | -20.2% | -3.3% | -16.9% | -19.2% |
| YTD | -21.0% | -8.5% | -12.5% | -18.4% |
| 1Y | -20.9% | -8.9% | -11.9% | -18.3% |
| 3Y | -13.3% | +18.0% | -31.4% | -21.6% |
| 5Y | -18.5% | +25.0% | -43.6% | -30.0% |
| All | -18.5% | +25.5% | -44.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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