+40.0%
IWM vs NWSA
+40.6%
-0.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | +1.4% | -2.6% | +4.1% | +2.7% |
| 30D | -2.3% | +4.6% | -6.8% | -4.4% |
| 3M | +4.0% | +10.2% | -6.2% | -1.5% |
| 6M | +17.9% | +21.6% | -3.7% | +5.9% |
| YTD | +20.2% | +14.6% | +5.6% | +10.6% |
| 1Y | +25.0% | +0.4% | +24.6% | +23.1% |
| 3Y | +66.0% | +45.0% | +21.0% | +33.8% |
| 5Y | +40.0% | +41.3% | -1.2% | +10.3% |
| All | +40.0% | +40.6% | -0.6% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling