+73.0%
IWM vs WCN
+50.7%
+22.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +1.9% | +25.3% | -23.4% | -1.7% |
| 3M | -5.7% | +15.4% | -21.1% | -7.8% |
| 6M | -0.3% | +27.8% | -28.1% | -4.7% |
| YTD | +15.8% | +10.6% | +5.2% | +14.5% |
| 1Y | +17.1% | +15.8% | +1.3% | +14.2% |
| All | +73.0% | +50.7% | +22.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling