+155.4%
IWM vs WDC
+645.4%
-490.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.3% | -16.7% | +17.0% | +4.5% |
| 30D | +0.6% | -27.2% | +27.8% | +7.8% |
| 3M | -6.2% | -34.0% | +27.8% | +2.0% |
| 6M | -0.8% | -39.7% | +38.9% | +6.0% |
| YTD | +14.8% | +68.1% | -53.3% | -11.4% |
| 1Y | +16.1% | +66.3% | -50.2% | -10.7% |
| 3Y | +71.5% | +754.4% | -682.9% | -24.9% |
| 5Y | +25.8% | +595.8% | -570.0% | -43.5% |
| 10Y | +155.4% | +660.4% | -505.0% | +2.9% |
| All | +155.4% | +645.4% | -490.0% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling