+66.0%
IWM vs GWW
+91.5%
-25.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.7% |
| 7D | +1.4% | -1.5% | +2.9% | +2.0% |
| 30D | -2.3% | +1.1% | -3.4% | -2.9% |
| 3M | +4.0% | -1.0% | +5.0% | +3.8% |
| 6M | +17.9% | +16.3% | +1.6% | +8.7% |
| YTD | +20.2% | +28.5% | -8.3% | +4.7% |
| 1Y | +25.0% | +30.3% | -5.3% | +7.9% |
| 3Y | +66.0% | +91.6% | -25.6% | +20.1% |
| All | +66.0% | +91.5% | -25.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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