+1,821.8%
WDC vs OTIS
+91.3%
+1,730.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.8% |
| 7D | -4.3% | -3.0% | -1.3% | -3.0% |
| 30D | -1.5% | -6.0% | +4.5% | +1.0% |
| 3M | -15.5% | -0.9% | -14.6% | -16.2% |
| 6M | +66.5% | -17.3% | +83.8% | +80.2% |
| YTD | +159.9% | -19.6% | +179.4% | +183.8% |
| 1Y | +366.0% | -21.0% | +387.0% | +412.9% |
| 3Y | +1,285.8% | -12.1% | +1,297.9% | +1,299.1% |
| 5Y | +925.6% | -17.1% | +942.6% | +937.3% |
| All | +1,821.8% | +91.3% | +1,730.6% | +1,517.2% |
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