+40.7%
IWM vs WCN
+32.3%
+8.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | -1.3% | +0.4% | -1.7% | -1.4% |
| 3M | +1.6% | +7.3% | -5.7% | -1.2% |
| 6M | +13.6% | -2.5% | +16.1% | +14.0% |
| YTD | +20.8% | -5.4% | +26.1% | +22.4% |
| 1Y | +26.4% | -8.5% | +34.9% | +29.8% |
| 3Y | +60.7% | +20.8% | +39.9% | +41.4% |
| All | +40.7% | +32.3% | +8.4% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling