+236.2%
IWM vs NWSA
+102.5%
+133.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.5% |
| 7D | +1.4% | +2.2% | -0.8% | +0.4% |
| 30D | +2.3% | -8.8% | +11.0% | +6.1% |
| 3M | -8.3% | -6.5% | -1.8% | -6.2% |
| 6M | -1.3% | +1.5% | -2.8% | -3.5% |
| YTD | +13.5% | +4.0% | +9.5% | +8.9% |
| 1Y | +18.4% | +3.4% | +15.0% | +13.9% |
| 3Y | +69.6% | +34.8% | +34.8% | +43.7% |
| 5Y | +23.3% | +18.4% | +4.9% | +8.0% |
| 10Y | +147.0% | +149.2% | -2.2% | +47.0% |
| All | +236.2% | +102.5% | +133.7% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling