+18.9%
IWM vs WDC
+114.4%
-95.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.8% | +8.3% | +2.2% |
| 7D | +1.0% | -18.3% | +19.3% | +3.0% |
| 30D | +0.2% | -26.7% | +26.9% | +3.1% |
| 3M | -5.6% | -40.9% | +35.3% | -1.0% |
| 6M | +2.7% | -26.8% | +29.5% | +2.7% |
| YTD | +16.2% | +88.2% | -72.0% | +1.7% |
| 1Y | +18.9% | +113.2% | -94.2% | +2.0% |
| All | +18.9% | +114.4% | -95.4% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 1y: compounded portfolio wealth divided by compounded WDC 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…
1y analysis · Full analysis span regression · 6 months rolling