+1,170.6%
WDC vs OTIS
+115.8%
+1,054.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -5.4% |
| 7D | +12.1% | -1.3% | +13.4% | +12.6% |
| 30D | -18.8% | +12.8% | -31.6% | -23.5% |
| 3M | -39.3% | +7.4% | -46.7% | -41.8% |
| 6M | -40.1% | +7.7% | -47.8% | -43.2% |
| YTD | +71.8% | -9.3% | +81.1% | +76.5% |
| 1Y | +88.5% | -12.1% | +100.6% | +96.5% |
| 3Y | +770.0% | +0.6% | +769.4% | +720.4% |
| 5Y | +549.0% | -1.1% | +550.1% | +505.8% |
| All | +1,170.6% | +115.8% | +1,054.9% | +905.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling