-0.8%
IOT vs WAT
+38.4%
-39.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.3% |
| 7D | -4.5% | -0.3% | -4.3% | -4.5% |
| 30D | -2.4% | -1.9% | -0.6% | -2.3% |
| 3M | +19.0% | +13.5% | +5.5% | +17.7% |
| 6M | +19.6% | +37.2% | -17.6% | +18.1% |
| YTD | +8.3% | +7.5% | +0.8% | +7.9% |
| 1Y | -0.8% | +35.0% | -35.8% | -10.1% |
| All | -0.8% | +38.4% | -39.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling