+808.3%
IWM vs GWW
+4,691.8%
-3,883.5%
-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% | -0.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.6% |
| 30D | -1.3% | +3.3% | -4.5% | -2.9% |
| 3M | +1.6% | +2.9% | -1.3% | -0.3% |
| 6M | +13.6% | +15.8% | -2.2% | +4.7% |
| YTD | +20.8% | +32.0% | -11.3% | +3.7% |
| 1Y | +26.4% | +29.9% | -3.5% | +9.3% |
| 3Y | +60.7% | +91.1% | -30.4% | +13.0% |
| 5Y | +38.2% | +223.9% | -185.7% | -27.1% |
| 10Y | +169.5% | +567.0% | -397.6% | -9.8% |
| All | +808.3% | +4,691.8% | -3,883.5% | +9.8% |
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