+74.2%
OTIS vs WPM
+553.2%
-478.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | -2.0% | +26.4% | -28.3% | -4.7% |
| 3M | +2.6% | +20.8% | -18.3% | 0.0% |
| 6M | -20.9% | +1.1% | -22.0% | -21.5% |
| YTD | -17.1% | +32.5% | -49.6% | -20.7% |
| 1Y | -15.9% | +51.5% | -67.4% | -21.3% |
| 3Y | -12.7% | +267.0% | -279.8% | -28.1% |
| 5Y | -15.7% | +250.1% | -265.9% | -31.7% |
| All | +74.2% | +553.2% | -478.9% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling