+55.4%
IOT vs WST
-18.6%
+74.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -4.5% | +1.8% | -6.4% | -5.0% |
| 30D | -2.4% | -1.7% | -0.7% | -2.1% |
| 3M | +19.0% | +4.9% | +14.1% | +16.9% |
| 6M | +19.6% | +45.5% | -25.9% | +5.9% |
| YTD | +8.3% | +26.1% | -17.9% | -0.1% |
| 1Y | -0.8% | +31.7% | -32.5% | -10.1% |
| 3Y | +24.4% | -12.1% | +36.5% | +22.3% |
| All | +55.4% | -18.6% | +74.0% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling