+193.5%
IWM vs W
+210.4%
-16.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | -2.0% | -3.6% | +1.6% | -1.6% |
| 30D | -1.5% | +7.0% | -8.4% | -2.6% |
| 3M | -8.0% | +7.4% | -15.4% | -9.3% |
| 6M | -4.1% | +69.3% | -73.4% | -12.8% |
| YTD | +11.9% | +11.3% | +0.6% | +7.3% |
| 1Y | +15.0% | +13.2% | +1.8% | +9.6% |
| 3Y | +64.2% | +142.0% | -77.8% | +32.0% |
| 5Y | +20.4% | -54.6% | +75.0% | +8.7% |
| 10Y | +168.0% | +243.7% | -75.7% | +71.9% |
| All | +193.5% | +210.4% | -16.9% | +88.2% |
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