+0.6%
OTIS vs WEC
+64.2%
-63.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -1.3% | +2.3% | -3.6% | -2.2% |
| 30D | +12.8% | +11.1% | +1.7% | +8.2% |
| 3M | +7.4% | +8.4% | -1.1% | +3.9% |
| 6M | +7.7% | +7.5% | +0.2% | +4.6% |
| YTD | -9.3% | +15.3% | -24.6% | -14.2% |
| 1Y | -12.1% | +9.7% | -21.8% | -15.3% |
| 3Y | +0.6% | +64.7% | -64.0% | -12.5% |
| All | +0.6% | +64.2% | -63.6% | -12.5% |
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