+769.1%
IWM vs WAT
+978.8%
-209.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -0.9% | +1.9% |
| 7D | +1.2% | +6.0% | -4.8% | -0.7% |
| 30D | +1.3% | +9.9% | -8.6% | -1.9% |
| 3M | -6.1% | +17.2% | -23.2% | -11.0% |
| 6M | -0.1% | +34.2% | -34.3% | -9.9% |
| YTD | +15.5% | +25.5% | -10.0% | +5.3% |
| 1Y | +18.1% | +28.3% | -10.1% | +6.8% |
| 3Y | +74.6% | +88.4% | -13.7% | +34.6% |
| 5Y | +24.6% | +36.1% | -11.5% | +5.5% |
| 10Y | +161.3% | +234.8% | -73.5% | +61.8% |
| All | +769.1% | +978.8% | -209.7% | +224.2% |
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