+135.9%
WMT vs OTIS
-17.8%
+153.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +1.0% |
| 7D | 0.0% | -3.0% | +3.0% | +0.7% |
| 30D | -7.4% | -6.0% | -1.4% | -6.2% |
| 3M | -10.9% | -0.9% | -10.0% | -10.7% |
| 6M | -12.7% | -17.3% | +4.6% | -9.2% |
| YTD | -3.2% | -19.6% | +16.4% | +1.0% |
| 1Y | +5.3% | -21.0% | +26.3% | +10.2% |
| 3Y | +101.9% | -12.1% | +113.9% | +104.0% |
| All | +135.9% | -17.8% | +153.7% | +130.5% |
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