+756.6%
IWM vs GWW
+5,345.6%
-4,589.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.2% |
| 7D | +2.8% | +3.7% | -1.0% | +0.9% |
| 30D | +0.6% | +13.6% | -13.0% | -5.7% |
| 3M | -7.8% | +15.4% | -23.1% | -14.4% |
| 6M | -1.0% | +21.8% | -22.8% | -11.0% |
| YTD | +13.9% | +50.0% | -36.2% | -8.4% |
| 1Y | +15.4% | +60.2% | -44.8% | -10.3% |
| 3Y | +70.2% | +94.4% | -24.1% | +18.7% |
| 5Y | +23.7% | +221.8% | -198.1% | -34.5% |
| 10Y | +147.8% | +665.8% | -518.0% | -22.6% |
| All | +756.6% | +5,345.6% | -4,589.0% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling