+71.4%
OTIS vs WY
+76.1%
-4.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -0.8% | -2.1% | +1.3% | -0.1% |
| 30D | -4.7% | -10.5% | +5.7% | -1.2% |
| 3M | +1.2% | -4.9% | +6.1% | +2.7% |
| 6M | -20.5% | -4.9% | -15.6% | -19.4% |
| YTD | -18.4% | -1.7% | -16.8% | -18.4% |
| 1Y | -18.1% | -9.4% | -8.7% | -16.0% |
| 3Y | -10.6% | -22.3% | +11.7% | -4.7% |
| 5Y | -16.1% | -20.5% | +4.4% | -11.6% |
| All | +71.4% | +76.1% | -4.6% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling