-16.8%
OTIS vs WWD
+191.3%
-208.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -4.3% | -5.1% | +0.8% | -3.2% |
| 3M | -2.2% | -11.2% | +9.1% | +0.3% |
| 6M | -19.9% | -12.0% | -7.9% | -18.0% |
| YTD | -19.3% | +12.0% | -31.3% | -22.8% |
| 1Y | -19.6% | +42.8% | -62.4% | -28.4% |
| 3Y | -11.5% | +168.9% | -180.5% | -38.5% |
| 5Y | -16.8% | +192.2% | -209.0% | -47.3% |
| All | -16.8% | +191.3% | -208.1% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling