+285.0%
WMB vs OTIS
-17.1%
+302.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | 0.0% | -2.2% | +2.1% | +0.5% |
| 30D | +4.6% | -4.3% | +8.9% | +5.8% |
| 3M | +5.7% | -2.2% | +7.9% | +6.1% |
| 6M | +4.2% | -19.9% | +24.1% | +10.3% |
| YTD | +26.8% | -19.3% | +46.2% | +33.8% |
| 1Y | +34.7% | -19.6% | +54.2% | +41.8% |
| 3Y | +146.8% | -11.5% | +158.3% | +145.0% |
| 5Y | +285.0% | -16.8% | +301.8% | +282.0% |
| All | +285.0% | -17.1% | +302.1% | +282.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling