+90.7%
OTIS vs WING
+276.8%
-186.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -1.3% | -2.5% | +1.2% | -1.1% |
| 30D | +12.8% | +29.5% | -16.7% | +9.4% |
| 3M | +7.4% | +40.2% | -32.8% | +2.9% |
| 6M | +7.7% | +32.7% | -25.0% | +3.2% |
| YTD | -9.3% | -32.8% | +23.5% | -6.7% |
| 1Y | -12.1% | -31.7% | +19.6% | -9.9% |
| 3Y | +0.6% | -24.7% | +25.4% | -1.9% |
| 5Y | -1.1% | -0.5% | -0.6% | -11.6% |
| All | +90.7% | +276.8% | -186.1% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling