+90.7%
OTIS vs WST
+195.3%
-104.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -1.3% | +4.2% | -5.5% | -1.9% |
| 30D | +12.8% | +11.2% | +1.6% | +10.9% |
| 3M | +7.4% | +20.4% | -13.0% | +4.4% |
| 6M | +7.7% | +37.9% | -30.2% | +2.4% |
| YTD | -9.3% | +51.8% | -61.1% | -15.3% |
| 1Y | -12.1% | +56.6% | -68.7% | -18.4% |
| 3Y | +0.6% | +24.2% | -23.6% | -7.4% |
| 5Y | -1.1% | +0.7% | -1.8% | -6.3% |
| All | +90.7% | +195.3% | -104.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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