+74.2%
OTIS vs WST
+140.9%
-66.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.7% | +0.7% | -1.5% | -0.9% |
| 30D | -2.0% | -3.1% | +1.2% | -1.5% |
| 3M | +2.6% | +7.2% | -4.6% | +1.4% |
| 6M | -20.9% | +36.8% | -57.7% | -24.8% |
| YTD | -17.1% | +23.8% | -41.0% | -20.2% |
| 1Y | -15.9% | +37.8% | -53.7% | -20.5% |
| 3Y | -12.7% | -15.9% | +3.2% | -13.2% |
| 5Y | -15.7% | -25.8% | +10.1% | -16.0% |
| All | +74.2% | +140.9% | -66.7% | +23.4% |
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 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