+0.6%
OTIS vs WING
-23.4%
+24.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.4% |
| 3M | +7.4% | +40.2% | -32.8% | +4.2% |
| 6M | +7.7% | +32.7% | -25.0% | +4.5% |
| YTD | -9.3% | -32.8% | +23.5% | -7.2% |
| 1Y | -12.1% | -31.7% | +19.6% | -10.3% |
| 3Y | +0.6% | -24.7% | +25.4% | -7.5% |
| All | +0.6% | -23.4% | +24.1% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling