-27.4%
OTIS vs WETO
-99.4%
+72.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +1.8% |
| 7D | -3.0% | -4.3% | +1.4% | -3.0% |
| 30D | -6.0% | -39.9% | +33.9% | -6.8% |
| 3M | -0.9% | -97.9% | +97.0% | +0.8% |
| 6M | -17.3% | -95.0% | +77.7% | -17.5% |
| YTD | -19.6% | -97.2% | +77.6% | -19.8% |
| 1Y | -21.0% | -98.9% | +77.9% | -21.4% |
| All | -27.4% | -99.4% | +72.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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