+69.1%
OTIS vs WY
+71.2%
-2.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -3.0% | -4.2% | +1.2% | -1.6% |
| 30D | -6.0% | -10.1% | +4.1% | -2.6% |
| 3M | -0.9% | -8.5% | +7.6% | +1.9% |
| 6M | -17.3% | -3.3% | -14.0% | -16.6% |
| YTD | -19.6% | -4.4% | -15.2% | -18.7% |
| 1Y | -21.0% | -11.5% | -9.5% | -18.3% |
| 3Y | -12.1% | -24.3% | +12.2% | -5.5% |
| 5Y | -17.1% | -21.3% | +4.2% | -12.3% |
| All | +69.1% | +71.2% | -2.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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