-11.6%
OTIS vs WST
+52.5%
-64.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.7% | +1.4% | +0.3% | +1.5% |
| 30D | +18.5% | +12.7% | +5.7% | +16.7% |
| 3M | +7.9% | +17.2% | -9.3% | +5.9% |
| 6M | +5.7% | +26.7% | -21.0% | +2.7% |
| YTD | -9.1% | +50.3% | -59.3% | -12.8% |
| 1Y | -11.6% | +50.2% | -61.8% | -15.3% |
| All | -11.6% | +52.5% | -64.1% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling