+1,006.1%
WDC vs OTIS
-17.3%
+1,023.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | +7.5% | -2.2% | +9.6% | +8.6% |
| 30D | +10.1% | -4.3% | +14.4% | +12.2% |
| 3M | -6.8% | -2.2% | -4.6% | -7.0% |
| 6M | +84.1% | -19.9% | +104.0% | +105.7% |
| YTD | +180.3% | -19.3% | +199.6% | +209.9% |
| 1Y | +411.1% | -19.6% | +430.6% | +464.8% |
| 3Y | +1,375.0% | -11.5% | +1,386.5% | +1,331.5% |
| All | +1,006.1% | -17.3% | +1,023.3% | +937.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling