+770.9%
IWM vs WCC
+3,437.2%
-2,666.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.2% |
| 7D | -0.3% | +3.3% | -3.6% | -1.5% |
| 30D | +1.9% | -9.4% | +11.3% | +4.4% |
| 3M | -5.7% | -10.5% | +4.8% | -3.5% |
| 6M | -0.3% | -10.4% | +10.1% | +1.2% |
| YTD | +15.8% | +34.4% | -18.6% | +2.4% |
| 1Y | +17.1% | +27.7% | -10.6% | +5.1% |
| 3Y | +73.1% | +137.9% | -64.9% | +21.9% |
| 5Y | +25.9% | +147.0% | -121.2% | -16.0% |
| 10Y | +151.9% | +442.5% | -290.6% | +19.0% |
| All | +770.9% | +3,437.2% | -2,666.3% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling