+120.7%
WMB vs IOT
+79.2%
+41.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | +1.6% | -1.3% | +2.9% | +1.6% |
| 30D | -7.1% | +1.5% | -8.6% | -7.2% |
| 3M | -4.0% | +4.8% | -8.8% | -4.2% |
| 6M | -5.7% | +45.3% | -51.0% | -7.7% |
| YTD | +17.2% | +19.2% | -2.0% | +15.9% |
| 1Y | +17.2% | +6.1% | +11.1% | +16.9% |
| All | +120.7% | +79.2% | +41.5% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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