+56.5%
IOT vs WEC
+31.6%
+24.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.8% |
| 7D | +5.1% | +0.4% | +4.7% | +5.1% |
| 30D | -3.0% | +0.9% | -3.9% | -2.9% |
| 3M | +15.0% | -5.3% | +20.3% | +14.3% |
| 6M | +13.1% | -6.6% | +19.7% | +12.6% |
| YTD | +9.0% | +3.3% | +5.8% | +8.8% |
| 1Y | +0.1% | +2.1% | -1.9% | -0.1% |
| 3Y | +26.4% | +39.6% | -13.1% | +22.7% |
| All | +56.5% | +31.6% | +24.9% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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