+69.6%
OTIS vs WSM
+1,513.2%
-1,443.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.1% |
| 7D | -2.2% | +2.6% | -4.8% | -2.6% |
| 30D | -4.3% | -9.3% | +5.0% | -2.9% |
| 3M | -2.2% | +7.1% | -9.3% | -3.3% |
| 6M | -19.9% | +21.7% | -41.6% | -22.5% |
| YTD | -19.3% | +28.7% | -48.1% | -22.8% |
| 1Y | -19.6% | +13.9% | -33.4% | -21.7% |
| 3Y | -11.5% | +232.2% | -243.7% | -31.2% |
| 5Y | -16.8% | +176.4% | -193.2% | -35.3% |
| All | +69.6% | +1,513.2% | -1,443.6% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling