+63.3%
IWM vs WDC
+1,357.9%
-1,294.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -1.1% | +7.5% | -8.6% | -2.3% |
| 30D | -3.1% | +10.1% | -13.2% | -4.9% |
| 3M | +2.2% | -6.8% | +9.0% | +0.8% |
| 6M | +15.1% | +84.1% | -69.1% | -1.6% |
| YTD | +18.6% | +180.3% | -161.7% | -8.8% |
| 1Y | +24.0% | +411.1% | -387.1% | -19.1% |
| All | +63.3% | +1,357.9% | -1,294.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling