-11.8%
OTIS vs WEC
+40.3%
-52.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -4.3% | +0.9% | -5.2% | -4.7% |
| 3M | -2.2% | -5.3% | +3.2% | -0.3% |
| 6M | -19.9% | -6.6% | -13.3% | -18.0% |
| YTD | -19.3% | +3.3% | -22.6% | -20.2% |
| 1Y | -19.6% | +2.1% | -21.6% | -20.3% |
| All | -11.8% | +40.3% | -52.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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