+24.4%
IOT vs WWD
+167.6%
-143.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.5% |
| 7D | -4.5% | -2.6% | -1.9% | -3.9% |
| 30D | -2.4% | -6.9% | +4.5% | -0.8% |
| 3M | +19.0% | -13.0% | +32.0% | +22.1% |
| 6M | +19.6% | -12.5% | +32.1% | +21.4% |
| YTD | +8.3% | +11.8% | -3.6% | -3.3% |
| 1Y | -0.8% | +41.1% | -41.9% | -22.1% |
| 3Y | +24.4% | +163.1% | -138.6% | -33.0% |
| All | +24.4% | +167.6% | -143.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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