+741.9%
IWM vs WCC
+3,063.6%
-2,321.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.3% |
| 7D | -2.0% | -14.7% | +12.7% | +2.6% |
| 30D | -1.5% | -20.1% | +18.6% | +5.1% |
| 3M | -8.0% | -21.2% | +13.2% | -1.9% |
| 6M | -4.1% | -19.2% | +15.1% | +0.6% |
| YTD | +11.9% | +20.2% | -8.3% | +2.6% |
| 1Y | +15.0% | +14.5% | +0.6% | +6.9% |
| 3Y | +64.2% | +115.1% | -50.9% | +19.5% |
| 5Y | +20.4% | +121.5% | -101.1% | -16.7% |
| 10Y | +168.0% | +468.1% | -300.1% | +25.1% |
| All | +741.9% | +3,063.6% | -2,321.7% | +129.1% |
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