+492.5%
IWM vs WBD
+293.1%
+199.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.6% |
| 30D | -1.3% | +8.8% | -10.0% | -3.7% |
| 3M | +1.6% | +4.6% | -3.0% | +0.1% |
| 6M | +13.6% | +1.1% | +12.5% | +13.1% |
| YTD | +20.8% | -2.0% | +22.7% | +21.2% |
| 1Y | +26.4% | +140.0% | -113.6% | -5.9% |
| 3Y | +60.7% | +144.4% | -83.7% | +10.4% |
| 5Y | +38.2% | -0.2% | +38.4% | +17.5% |
| 10Y | +169.5% | +9.1% | +160.4% | +88.2% |
| All | +492.5% | +293.1% | +199.4% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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