-24.7%
WULF vs OTIS
-17.8%
-6.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +2.4% |
| 7D | +1.4% | -3.0% | +4.4% | +3.6% |
| 30D | -2.6% | -6.0% | +3.4% | +1.8% |
| 3M | -34.0% | -0.9% | -33.1% | -34.8% |
| 6M | +10.0% | -17.3% | +27.3% | +26.1% |
| YTD | +45.7% | -19.6% | +65.3% | +68.7% |
| 1Y | +57.3% | -21.0% | +78.4% | +83.0% |
| 3Y | +878.9% | -12.1% | +891.0% | +859.2% |
| All | -24.7% | -17.8% | -6.9% | -22.5% |
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