+62.6%
IOT vs WAT
+16.5%
+46.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -1.8% | -1.0% | -0.8% | -1.5% |
| 3M | +17.9% | +10.9% | +7.0% | +12.8% |
| 6M | +13.5% | +33.2% | -19.6% | +0.7% |
| YTD | +13.3% | +6.1% | +7.2% | +8.7% |
| 1Y | -3.3% | +30.2% | -33.6% | -15.6% |
| 3Y | +31.3% | +52.9% | -21.5% | -4.5% |
| All | +62.6% | +16.5% | +46.0% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling