-0.8%
IOT vs WSM
+12.7%
-13.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -2.4% | -7.7% | +5.3% | -1.0% |
| 3M | +19.0% | +3.8% | +15.2% | +18.4% |
| 6M | +19.6% | +22.7% | -3.0% | +15.7% |
| YTD | +8.3% | +28.0% | -19.7% | +1.8% |
| 1Y | -0.8% | +12.7% | -13.5% | -1.3% |
| All | -0.8% | +12.7% | -13.5% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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