+18.4%
IWM vs W
+0.7%
+17.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | +2.3% | +6.8% | -4.5% | +1.3% |
| 3M | -8.3% | +10.7% | -19.0% | -9.7% |
| 6M | -1.3% | +86.3% | -87.7% | -11.2% |
| YTD | +13.5% | +11.5% | +2.0% | +8.3% |
| 1Y | +18.4% | +5.1% | +13.3% | +13.7% |
| All | +18.4% | +0.7% | +17.7% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling