+144.3%
IWM vs W
+211.1%
-66.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.2% |
| 7D | +2.8% | -1.7% | +4.4% | +3.0% |
| 30D | +0.6% | +3.2% | -2.6% | 0.0% |
| 3M | -7.8% | +8.3% | -16.1% | -9.3% |
| 6M | -1.0% | +84.3% | -85.3% | -11.9% |
| YTD | +13.9% | +11.0% | +2.9% | +8.7% |
| 1Y | +15.4% | -0.2% | +15.7% | +11.9% |
| 3Y | +70.2% | +157.9% | -87.7% | +32.7% |
| 5Y | +23.7% | -56.8% | +80.5% | +12.2% |
| All | +144.3% | +211.1% | -66.8% | +47.5% |
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