+878.9%
WULF vs OTIS
-12.3%
+891.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +2.9% |
| 7D | +1.4% | -3.0% | +4.4% | +2.7% |
| 30D | -2.6% | -6.0% | +3.4% | 0.0% |
| 3M | -34.0% | -0.9% | -33.1% | -34.6% |
| 6M | +10.0% | -17.3% | +27.3% | +20.5% |
| YTD | +45.7% | -19.6% | +65.3% | +60.4% |
| 1Y | +57.3% | -21.0% | +78.4% | +73.5% |
| 3Y | +878.9% | -12.1% | +891.0% | +829.8% |
| All | +878.9% | -12.3% | +891.2% | +829.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling