+69.1%
OTIS vs WWD
+538.2%
-469.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | -3.0% | -2.6% | -0.4% | -2.3% |
| 30D | -6.0% | -6.9% | +0.9% | -4.5% |
| 3M | -0.9% | -13.0% | +12.2% | +2.1% |
| 6M | -17.3% | -12.5% | -4.9% | -15.3% |
| YTD | -19.6% | +11.8% | -31.4% | -22.7% |
| 1Y | -21.0% | +41.1% | -62.1% | -28.8% |
| 3Y | -12.1% | +163.1% | -175.1% | -34.6% |
| 5Y | -17.1% | +187.6% | -204.7% | -41.3% |
| All | +69.1% | +538.2% | -469.1% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling