+216.6%
IWM vs W
+176.2%
+40.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | +0.1% | -4.2% | +4.3% | +0.7% |
| 30D | -1.3% | -7.6% | +6.3% | -0.2% |
| 3M | +1.6% | +37.2% | -35.6% | -4.3% |
| 6M | +13.6% | +26.3% | -12.8% | +7.7% |
| YTD | +20.8% | -1.0% | +21.7% | +18.0% |
| 1Y | +26.4% | +20.1% | +6.3% | +19.0% |
| 3Y | +60.7% | +37.8% | +22.9% | +39.5% |
| 5Y | +38.2% | -63.7% | +101.8% | +28.8% |
| 10Y | +169.5% | +156.3% | +13.1% | +78.3% |
| All | +216.6% | +176.2% | +40.4% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling