+763.2%
WMB vs OTIS
+116.3%
+647.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -6.9% | +1.7% | -8.6% | -7.4% |
| 30D | -7.2% | +18.5% | -25.6% | -11.8% |
| 3M | -5.4% | +7.9% | -13.3% | -7.8% |
| 6M | -4.9% | +5.7% | -10.6% | -6.9% |
| YTD | +14.7% | -9.1% | +23.7% | +17.0% |
| 1Y | +14.7% | -11.6% | +26.3% | +18.0% |
| 3Y | +116.4% | +0.6% | +115.8% | +108.9% |
| 5Y | +198.5% | +1.8% | +196.7% | +182.8% |
| All | +763.2% | +116.3% | +647.0% | +590.9% |
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