+12.5%
WULF vs OTIS
-21.2%
+33.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.7% | -5.4% |
| 7D | -0.6% | -5.0% | +4.5% | +0.4% |
| 30D | -3.6% | -6.5% | +2.8% | -2.4% |
| 3M | -30.4% | -2.0% | -28.5% | -33.1% |
| 6M | +12.5% | -20.2% | +32.7% | +42.1% |
| All | +12.5% | -21.2% | +33.7% | +42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling