+228.0%
WMB vs IOT
+65.9%
+162.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +0.9% |
| 7D | +8.1% | +0.6% | +7.5% | +8.0% |
| 30D | -6.9% | +0.1% | -7.0% | -6.9% |
| 3M | -5.1% | +5.0% | -10.1% | -5.5% |
| 6M | -5.7% | +47.0% | -52.8% | -8.2% |
| YTD | +18.1% | +16.6% | +1.5% | +16.1% |
| 1Y | +18.4% | +4.8% | +13.6% | +17.2% |
| 3Y | +122.7% | +72.2% | +50.6% | +110.9% |
| All | +228.0% | +65.9% | +162.1% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling