+71.4%
OTIS vs WU
-48.6%
+120.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -0.8% | -0.8% | +0.1% | -0.6% |
| 30D | -4.7% | -1.1% | -3.6% | -4.5% |
| 3M | +1.2% | -1.8% | +3.0% | +0.7% |
| 6M | -20.5% | -23.9% | +3.4% | -16.0% |
| YTD | -18.4% | -20.4% | +2.0% | -14.9% |
| 1Y | -18.1% | -10.6% | -7.5% | -17.4% |
| 3Y | -10.6% | -27.7% | +17.2% | -6.0% |
| 5Y | -16.1% | -51.1% | +35.0% | -3.6% |
| All | +71.4% | -48.6% | +120.0% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling