+19.5%
WMB vs OTIS
-12.5%
+32.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.4% |
| 7D | +7.8% | -1.3% | +9.1% | +7.7% |
| 30D | -5.1% | +12.8% | -17.9% | -5.5% |
| 3M | -4.7% | +7.4% | -12.1% | -4.8% |
| 6M | -7.4% | +7.7% | -15.1% | -7.5% |
| YTD | +17.5% | -9.3% | +26.7% | +18.5% |
| 1Y | +19.5% | -12.1% | +31.6% | +20.8% |
| All | +19.5% | -12.5% | +32.0% | +20.8% |
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 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