+20.0%
IWM vs WAB
+203.5%
-183.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | -0.1% |
| 7D | -2.0% | +1.4% | -3.5% | -2.8% |
| 30D | -1.5% | +0.4% | -1.9% | -1.9% |
| 3M | -8.0% | -3.8% | -4.2% | -6.2% |
| 6M | -4.1% | +5.1% | -9.2% | -8.1% |
| YTD | +11.9% | +33.3% | -21.4% | -7.9% |
| 1Y | +15.0% | +39.8% | -24.8% | -8.2% |
| 3Y | +64.2% | +161.1% | -96.8% | -13.6% |
| All | +20.0% | +203.5% | -183.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling