+40.0%
IWM vs WCC
+229.6%
-189.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -2.9% | -1.3% |
| 7D | +1.4% | +8.5% | -7.1% | -1.4% |
| 30D | -2.3% | -1.0% | -1.3% | -2.2% |
| 3M | +4.0% | +2.1% | +1.9% | +2.2% |
| 6M | +17.9% | +36.8% | -18.9% | +3.7% |
| YTD | +20.2% | +47.7% | -27.5% | +2.4% |
| 1Y | +25.0% | +66.5% | -41.5% | +1.3% |
| 3Y | +66.0% | +134.2% | -68.2% | +12.6% |
| 5Y | +40.0% | +231.6% | -191.6% | -23.2% |
| All | +40.0% | +229.6% | -189.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling