+366.0%
WDC vs OTIS
-19.7%
+385.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -2.8% |
| 7D | -4.3% | -3.0% | -1.3% | -4.6% |
| 30D | -1.5% | -6.0% | +4.5% | -1.8% |
| 3M | -15.5% | -0.9% | -14.6% | -16.7% |
| 6M | +66.5% | -17.3% | +83.8% | +73.0% |
| YTD | +159.9% | -19.6% | +179.4% | +167.7% |
| 1Y | +366.0% | -21.0% | +387.0% | +379.5% |
| All | +366.0% | -19.7% | +385.7% | +379.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling