+142.7%
WM vs OTIS
+97.1%
+45.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -2.4% | -2.0% | -0.4% | -1.8% |
| 3M | +0.4% | +2.6% | -2.1% | -0.4% |
| 6M | -9.5% | -20.9% | +11.4% | -2.8% |
| YTD | +0.5% | -17.1% | +17.6% | +6.2% |
| 1Y | -1.1% | -15.9% | +14.8% | +3.9% |
| 3Y | +46.0% | -12.7% | +58.8% | +48.9% |
| 5Y | +51.8% | -15.7% | +67.5% | +54.0% |
| All | +142.7% | +97.1% | +45.6% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling