+259.2%
WFC vs OTIS
+115.8%
+143.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +2.5% | -1.3% | +3.8% | +3.1% |
| 30D | +7.0% | +12.8% | -5.8% | +1.1% |
| 3M | -1.8% | +7.4% | -9.1% | -5.3% |
| 6M | +18.4% | +7.7% | +10.7% | +13.6% |
| YTD | -5.6% | -9.3% | +3.7% | -2.1% |
| 1Y | +3.9% | -12.1% | +16.0% | +9.4% |
| 3Y | +126.3% | +0.6% | +125.7% | +115.0% |
| 5Y | +91.1% | -1.1% | +92.2% | +80.6% |
| All | +259.2% | +115.8% | +143.4% | +146.4% |
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