+808.3%
IWM vs WAT
+826.5%
-18.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | -1.3% | +2.3% | -3.6% | -2.1% |
| 3M | +1.6% | +8.7% | -7.1% | -1.4% |
| 6M | +13.6% | +28.3% | -14.8% | +3.5% |
| YTD | +20.8% | +7.8% | +13.0% | +15.9% |
| 1Y | +26.4% | +36.6% | -10.2% | +11.7% |
| 3Y | +60.7% | +45.7% | +15.0% | +34.8% |
| 5Y | +38.2% | -3.3% | +41.5% | +30.9% |
| 10Y | +169.5% | +162.1% | +7.4% | +80.3% |
| All | +808.3% | +826.5% | -18.2% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling