+75.5%
IOT vs WST
+24.3%
+51.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +0.9% | +4.2% | -3.3% | +0.5% |
| 30D | +1.4% | +11.2% | -9.8% | +0.3% |
| 3M | +0.5% | +20.4% | -19.8% | -1.4% |
| 6M | +50.3% | +37.9% | +12.4% | +45.2% |
| YTD | +16.7% | +51.8% | -35.1% | +11.1% |
| 1Y | +6.8% | +56.6% | -49.8% | +1.4% |
| 3Y | +75.5% | +24.2% | +51.3% | +46.0% |
| All | +75.5% | +24.3% | +51.1% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling