+166.9%
IWM vs WAT
+153.6%
+13.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -2.3% | -1.0% | -1.3% | -2.0% |
| 3M | +4.0% | +10.9% | -6.9% | -0.4% |
| 6M | +17.9% | +33.2% | -15.2% | +4.0% |
| YTD | +20.2% | +6.1% | +14.1% | +15.3% |
| 1Y | +25.0% | +30.2% | -5.3% | +9.6% |
| 3Y | +66.0% | +52.9% | +13.1% | +29.2% |
| 5Y | +40.0% | -5.1% | +45.2% | +32.3% |
| 10Y | +166.9% | +152.6% | +14.2% | +60.0% |
| All | +166.9% | +153.6% | +13.2% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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