-12.1%
OTIS vs WWD
+21.4%
-33.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.1% |
| 7D | -1.3% | +4.0% | -5.2% | -1.7% |
| 30D | +12.8% | +0.4% | +12.4% | +12.5% |
| 3M | +7.4% | -7.9% | +15.3% | +8.4% |
| 6M | +7.7% | -10.6% | +18.4% | +8.8% |
| YTD | -9.3% | +9.4% | -18.7% | -10.5% |
| 1Y | -12.1% | +25.7% | -37.9% | -14.8% |
| All | -12.1% | +21.4% | -33.5% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling