+93.2%
OTIS vs WST
+183.4%
-90.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.9% |
| 7D | +4.2% | -3.1% | +7.3% | +4.7% |
| 30D | +20.1% | +9.1% | +11.0% | +18.5% |
| 3M | +7.6% | +14.7% | -7.1% | +5.4% |
| 6M | +4.2% | +28.0% | -23.8% | +0.2% |
| YTD | -8.1% | +45.6% | -53.7% | -13.6% |
| 1Y | -11.5% | +45.7% | -57.2% | -16.9% |
| 3Y | +3.8% | +21.1% | -17.3% | -4.3% |
| 5Y | +5.0% | +0.3% | +4.7% | -0.7% |
| All | +93.2% | +183.4% | -90.2% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling