+69.1%
OTIS vs WSM
+1,504.0%
-1,435.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | -3.0% | -0.5% | -2.4% | -2.9% |
| 30D | -6.0% | -7.7% | +1.7% | -4.8% |
| 3M | -0.9% | +3.8% | -4.6% | -1.5% |
| 6M | -17.3% | +22.7% | -40.0% | -20.1% |
| YTD | -19.6% | +28.0% | -47.6% | -22.9% |
| 1Y | -21.0% | +12.7% | -33.7% | -23.0% |
| 3Y | -12.1% | +231.3% | -243.4% | -31.6% |
| 5Y | -17.1% | +177.2% | -194.3% | -35.6% |
| All | +69.1% | +1,504.0% | -1,435.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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