+808.3%
IWM vs BWA
+1,899.8%
-1,091.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.9% |
| 7D | +0.1% | +5.7% | -5.6% | -2.2% |
| 30D | -1.3% | +1.4% | -2.7% | -2.1% |
| 3M | +1.6% | -12.1% | +13.7% | +6.5% |
| 6M | +13.6% | +28.6% | -15.0% | +0.8% |
| YTD | +20.8% | +51.1% | -30.3% | -1.8% |
| 1Y | +26.4% | +55.9% | -29.5% | +1.1% |
| 3Y | +60.7% | +70.1% | -9.4% | +20.5% |
| 5Y | +38.2% | +90.7% | -52.5% | -3.7% |
| 10Y | +169.5% | +154.0% | +15.5% | +54.2% |
| All | +808.3% | +1,899.8% | -1,091.5% | +81.4% |
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