-0.8%
IOT vs WCC
+66.6%
-67.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | +0.2% |
| 7D | -4.5% | +1.5% | -6.1% | -4.4% |
| 30D | -2.4% | -2.1% | -0.3% | -2.8% |
| 3M | +19.0% | +3.8% | +15.2% | +20.1% |
| 6M | +19.6% | +35.0% | -15.3% | +16.2% |
| YTD | +8.3% | +46.4% | -38.1% | -2.5% |
| 1Y | -0.8% | +63.0% | -63.8% | -14.2% |
| All | -0.8% | +66.6% | -67.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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