-13.6%
OTIS vs WSM
+226.4%
-240.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.8% |
| 7D | -5.0% | +0.4% | -5.5% | -5.1% |
| 30D | -6.5% | -10.7% | +4.2% | -5.3% |
| 3M | -2.0% | +8.5% | -10.4% | -2.8% |
| 6M | -20.2% | +19.6% | -39.8% | -21.7% |
| YTD | -21.0% | +26.6% | -47.6% | -23.0% |
| 1Y | -20.9% | +12.0% | -32.8% | -22.2% |
| All | -13.6% | +226.4% | -240.1% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling