+31.5%
WBD vs OTIS
+91.8%
-60.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.3% |
| 7D | -1.7% | -2.2% | +0.5% | -0.7% |
| 30D | +3.9% | -4.3% | +8.2% | +5.9% |
| 3M | +5.1% | -2.2% | +7.3% | +5.7% |
| 6M | +0.6% | -19.9% | +20.5% | +10.6% |
| YTD | -3.2% | -19.3% | +16.2% | +5.8% |
| 1Y | +127.7% | -19.6% | +147.2% | +149.3% |
| 3Y | +146.6% | -11.5% | +158.1% | +154.5% |
| 5Y | +4.2% | -16.8% | +21.0% | +7.3% |
| All | +31.5% | +91.8% | -60.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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