-16.5%
OTIS vs WU
-51.3%
+34.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -3.0% | -3.5% | +0.5% | -2.2% |
| 30D | -6.0% | -2.9% | -3.1% | -5.5% |
| 3M | -0.9% | -2.3% | +1.4% | -1.4% |
| 6M | -17.3% | -25.4% | +8.0% | -12.4% |
| YTD | -19.6% | -21.2% | +1.6% | -16.0% |
| 1Y | -21.0% | -8.9% | -12.2% | -20.8% |
| 3Y | -12.1% | -29.0% | +16.9% | -7.3% |
| All | -16.5% | -51.3% | +34.8% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling