-18.5%
OTIS vs WPM
+252.7%
-271.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.6% |
| 7D | -5.0% | -3.6% | -1.4% | -4.6% |
| 30D | -6.5% | +12.5% | -19.0% | -8.1% |
| 3M | -2.0% | +40.6% | -42.6% | -6.6% |
| 6M | -20.2% | +0.5% | -20.7% | -20.7% |
| YTD | -21.0% | +29.0% | -50.0% | -24.9% |
| 1Y | -20.9% | +43.8% | -64.7% | -26.5% |
| 3Y | -13.3% | +266.3% | -279.6% | -33.6% |
| 5Y | -18.5% | +255.1% | -273.6% | -39.5% |
| All | -18.5% | +252.7% | -271.2% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling