+190.4%
WMT vs OTIS
+93.9%
+96.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | -5.0% | -4.7% | -0.2% | -4.3% |
| 3M | -11.3% | +1.2% | -12.5% | -11.5% |
| 6M | -13.8% | -20.5% | +6.7% | -11.0% |
| YTD | -4.2% | -18.4% | +14.2% | -1.5% |
| 1Y | +4.6% | -18.1% | +22.6% | +7.4% |
| 3Y | +100.5% | -10.6% | +111.0% | +102.8% |
| 5Y | +129.7% | -16.1% | +145.8% | +129.9% |
| All | +190.4% | +93.9% | +96.5% | +185.4% |
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