+62.6%
IOT vs WST
-20.6%
+83.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -1.8% | -4.6% | +2.8% | -0.6% |
| 3M | +17.9% | +5.7% | +12.2% | +15.5% |
| 6M | +13.5% | +37.6% | -24.0% | +2.2% |
| YTD | +13.3% | +23.0% | -9.8% | +5.2% |
| 1Y | -3.3% | +33.8% | -37.2% | -12.9% |
| 3Y | +31.3% | -13.4% | +44.7% | +29.1% |
| All | +62.6% | -20.6% | +83.2% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling