+155.4%
IWM vs W
+228.8%
-73.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.1% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +0.6% | +6.4% | -5.8% | -0.6% |
| 3M | -6.2% | +9.0% | -15.2% | -7.8% |
| 6M | -0.8% | +69.8% | -70.6% | -10.6% |
| YTD | +14.8% | +12.1% | +2.7% | +9.4% |
| 1Y | +16.1% | 0.0% | +16.1% | +12.5% |
| 3Y | +71.5% | +160.3% | -88.8% | +33.5% |
| 5Y | +25.8% | -53.3% | +79.0% | +12.7% |
| 10Y | +155.4% | +217.0% | -61.5% | +53.5% |
| All | +155.4% | +228.8% | -73.4% | +53.5% |
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