+46.2%
WM vs OTIS
+4.7%
+41.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +1.2% | +4.2% | -3.0% | 0.0% |
| 30D | +13.1% | +20.1% | -7.0% | +7.8% |
| 3M | +3.6% | +7.6% | -4.0% | +1.4% |
| 6M | +8.1% | +4.2% | +3.9% | +6.5% |
| YTD | +8.9% | -8.1% | +17.0% | +10.0% |
| 1Y | +20.3% | -11.5% | +31.8% | +22.5% |
| 3Y | +46.2% | +3.8% | +42.4% | +40.4% |
| All | +46.2% | +4.7% | +41.5% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling