+69.1%
OTIS vs WST
+145.4%
-76.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -3.0% | +1.8% | -4.8% | -3.2% |
| 30D | -6.0% | -1.7% | -4.3% | -5.8% |
| 3M | -0.9% | +4.9% | -5.8% | -1.7% |
| 6M | -17.3% | +45.5% | -62.9% | -22.1% |
| YTD | -19.6% | +26.1% | -45.7% | -22.7% |
| 1Y | -21.0% | +31.7% | -52.7% | -24.8% |
| 3Y | -12.1% | -12.1% | 0.0% | -13.4% |
| 5Y | -17.1% | -23.6% | +6.5% | -17.8% |
| All | +69.1% | +145.4% | -76.3% | +19.4% |
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