+24.0%
IWM vs NWSA
+2.0%
+22.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.1% | -3.1% | +1.9% | -0.9% |
| 30D | -3.1% | +4.3% | -7.4% | -3.4% |
| 3M | +2.2% | +9.2% | -7.0% | +1.5% |
| 6M | +15.1% | +21.6% | -6.5% | +11.9% |
| YTD | +18.6% | +14.2% | +4.3% | +16.9% |
| 1Y | +24.0% | +1.8% | +22.2% | +25.0% |
| All | +24.0% | +2.0% | +22.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling