+753.8%
IWM vs GWW
+5,297.4%
-4,543.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.4% | +3.6% | -2.1% | -0.4% |
| 30D | +2.3% | +12.1% | -9.8% | -3.5% |
| 3M | -8.3% | +12.9% | -21.2% | -14.0% |
| 6M | -1.3% | +19.3% | -20.6% | -10.3% |
| YTD | +13.5% | +48.7% | -35.2% | -8.3% |
| 1Y | +18.4% | +60.5% | -42.1% | -8.1% |
| 3Y | +69.6% | +93.3% | -23.6% | +18.6% |
| 5Y | +23.3% | +219.0% | -195.7% | -34.4% |
| 10Y | +147.0% | +659.0% | -512.0% | -22.5% |
| All | +753.8% | +5,297.4% | -4,543.5% | -2.9% |
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