+69.2%
IWM vs WAT
+77.9%
-8.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | -1.5% | +5.0% | -6.4% | -2.8% |
| 3M | -8.0% | +14.5% | -22.5% | -11.4% |
| 6M | -4.1% | +30.9% | -35.0% | -11.3% |
| YTD | +11.9% | +20.5% | -8.5% | +5.1% |
| 1Y | +15.0% | +23.3% | -8.3% | +7.2% |
| All | +69.2% | +77.9% | -8.7% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling