+274.6%
WFC vs OTIS
+91.3%
+183.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.1% |
| 7D | +0.4% | -3.0% | +3.3% | +1.8% |
| 30D | +1.5% | -6.0% | +7.5% | +4.5% |
| 3M | +10.2% | -0.9% | +11.1% | +10.3% |
| 6M | +18.8% | -17.3% | +36.1% | +29.5% |
| YTD | -1.5% | -19.6% | +18.0% | +8.4% |
| 1Y | +13.5% | -21.0% | +34.6% | +25.9% |
| 3Y | +135.0% | -12.1% | +147.0% | +138.8% |
| 5Y | +130.1% | -17.1% | +147.1% | +136.6% |
| All | +274.6% | +91.3% | +183.4% | +172.8% |
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 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