+55.6%
IOT vs WPM
+295.7%
-240.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | 0.0% |
| 7D | -0.8% | -3.6% | +2.8% | -0.3% |
| 30D | -4.7% | +12.5% | -17.1% | -6.6% |
| 3M | +17.8% | +40.6% | -22.8% | +11.0% |
| 6M | +16.8% | +0.5% | +16.3% | +16.2% |
| YTD | +8.4% | +29.0% | -20.6% | +1.3% |
| 1Y | -0.8% | +43.8% | -44.6% | -10.3% |
| 3Y | +25.7% | +266.3% | -240.5% | -12.8% |
| All | +55.6% | +295.7% | -240.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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