-10.1%
OTIS vs WU
-18.0%
+7.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.4% | -1.6% | +2.9% |
| 7D | +9.5% | +8.2% | +1.3% | +8.1% |
| 30D | +21.1% | +8.0% | +13.1% | +19.6% |
| 3M | +9.0% | -6.6% | +15.7% | +9.7% |
| 6M | +6.4% | -23.3% | +29.7% | +10.2% |
| YTD | -7.1% | -22.4% | +15.3% | -4.5% |
| 1Y | -10.1% | -18.0% | +7.9% | -8.5% |
| All | -10.1% | -18.0% | +7.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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