+763.2%
IWM vs BWA
+1,393.8%
-630.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +0.3% | -2.4% | +2.7% | +1.3% |
| 30D | +0.6% | -17.7% | +18.3% | +8.9% |
| 3M | -6.2% | -27.0% | +20.8% | +6.1% |
| 6M | -0.8% | -17.3% | +16.5% | +5.7% |
| YTD | +14.8% | +12.9% | +1.9% | +4.8% |
| 1Y | +16.1% | +12.9% | +3.2% | +5.9% |
| 3Y | +71.5% | +62.1% | +9.4% | +31.3% |
| 5Y | +25.8% | +30.7% | -5.0% | +2.4% |
| 10Y | +155.4% | +89.2% | +66.2% | +64.8% |
| All | +763.2% | +1,393.8% | -630.6% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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