+842.0%
WMB vs OTIS
+97.1%
+744.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +3.3% | -2.0% | +5.3% | +3.8% |
| 3M | +3.1% | +2.6% | +0.6% | +2.1% |
| 6M | -0.7% | -20.9% | +20.2% | +6.0% |
| YTD | +25.2% | -17.1% | +42.3% | +31.5% |
| 1Y | +32.9% | -15.9% | +48.8% | +38.7% |
| 3Y | +140.6% | -12.7% | +153.3% | +143.3% |
| 5Y | +273.5% | -15.7% | +289.2% | +275.5% |
| All | +842.0% | +97.1% | +744.9% | +676.6% |
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