+13.5%
WFC vs OTIS
-19.7%
+33.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.5% |
| 7D | +0.4% | -3.0% | +3.3% | +1.2% |
| 30D | +1.5% | -6.0% | +7.5% | +3.2% |
| 3M | +10.2% | -0.9% | +11.1% | +10.2% |
| 6M | +18.8% | -17.3% | +36.1% | +23.4% |
| YTD | -1.5% | -19.6% | +18.0% | +2.6% |
| 1Y | +13.5% | -21.0% | +34.6% | +17.5% |
| All | +13.5% | -19.7% | +33.3% | +17.5% |
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