+69.2%
IWM vs WDC
+702.5%
-633.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | -2.0% | -28.0% | +25.9% | +2.8% |
| 30D | -1.5% | -34.9% | +33.5% | +4.9% |
| 3M | -8.0% | -41.6% | +33.6% | -1.1% |
| 6M | -4.1% | -45.4% | +41.3% | +1.2% |
| YTD | +11.9% | +53.3% | -41.4% | -6.8% |
| 1Y | +15.0% | +61.5% | -46.5% | -5.9% |
| All | +69.2% | +702.5% | -633.3% | -20.8% |
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