+808.3%
IWM vs WCC
+3,693.4%
-2,885.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -1.0% |
| 7D | +0.1% | +4.5% | -4.4% | -1.3% |
| 30D | -1.3% | -5.8% | +4.5% | +0.4% |
| 3M | +1.6% | -3.7% | +5.3% | +1.9% |
| 6M | +13.6% | +23.1% | -9.5% | +4.7% |
| YTD | +20.8% | +44.2% | -23.4% | +5.5% |
| 1Y | +26.4% | +62.1% | -35.7% | +5.8% |
| 3Y | +60.7% | +121.1% | -60.4% | +16.7% |
| 5Y | +38.2% | +214.0% | -175.8% | -13.7% |
| 10Y | +169.5% | +472.8% | -303.3% | +25.9% |
| All | +808.3% | +3,693.4% | -2,885.2% | +135.5% |
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