+507.9%
WULF vs OTIS
+91.3%
+416.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.0% |
| 7D | +1.4% | -3.0% | +4.4% | +2.7% |
| 30D | -2.6% | -6.0% | +3.4% | -0.1% |
| 3M | -34.0% | -0.9% | -33.1% | -34.4% |
| 6M | +10.0% | -17.3% | +27.3% | +19.1% |
| YTD | +45.7% | -19.6% | +65.3% | +58.8% |
| 1Y | +57.3% | -21.0% | +78.4% | +72.0% |
| 3Y | +878.9% | -12.1% | +891.0% | +914.7% |
| 5Y | -28.3% | -17.1% | -11.2% | -28.3% |
| All | +507.9% | +91.3% | +416.7% | +552.7% |
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