-16.1%
OTIS vs WST
-25.8%
+9.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -4.7% | -4.6% | -0.1% | -4.1% |
| 3M | +1.2% | +5.7% | -4.5% | +0.3% |
| 6M | -20.5% | +37.6% | -58.1% | -24.2% |
| YTD | -18.4% | +23.0% | -41.5% | -21.1% |
| 1Y | -18.1% | +33.8% | -51.9% | -21.9% |
| 3Y | -10.6% | -13.4% | +2.8% | -11.4% |
| 5Y | -16.1% | -27.0% | +10.9% | -14.2% |
| All | -16.1% | -25.8% | +9.7% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling