+74.2%
OTIS vs WWD
+555.1%
-480.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | -2.0% | -7.2% | +5.2% | -0.3% |
| 3M | +2.6% | -3.8% | +6.4% | +3.0% |
| 6M | -20.9% | -9.9% | -11.0% | -19.6% |
| YTD | -17.1% | +14.8% | -31.9% | -20.9% |
| 1Y | -15.9% | +42.1% | -58.0% | -24.3% |
| 3Y | -12.7% | +170.8% | -183.5% | -35.5% |
| 5Y | -15.7% | +197.5% | -213.2% | -40.8% |
| All | +74.2% | +555.1% | -480.9% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling