+161.6%
IWM vs W
+238.4%
-76.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | -2.0% | -3.6% | +1.6% | -1.5% |
| 30D | -1.5% | +7.0% | -8.4% | -2.7% |
| 3M | -8.0% | +7.4% | -15.4% | -9.4% |
| 6M | -4.1% | +69.3% | -73.4% | -13.5% |
| YTD | +11.9% | +11.3% | +0.6% | +6.8% |
| 1Y | +15.0% | +13.2% | +1.8% | +9.1% |
| 3Y | +64.2% | +142.0% | -77.8% | +29.2% |
| 5Y | +20.4% | -54.6% | +75.0% | +8.4% |
| All | +161.6% | +238.4% | -76.8% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling