+770.9%
IWM vs WDC
+11,592.6%
-10,821.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.3% | -7.4% | -1.0% |
| 7D | -0.3% | -3.2% | +2.9% | 0.0% |
| 30D | +1.9% | -19.0% | +20.9% | +5.8% |
| 3M | -5.7% | -28.4% | +22.7% | -0.2% |
| 6M | -0.3% | -39.2% | +38.9% | +6.2% |
| YTD | +15.8% | +82.1% | -66.3% | -6.9% |
| 1Y | +17.1% | +84.7% | -67.6% | -6.7% |
| 3Y | +73.1% | +825.6% | -752.6% | -9.2% |
| 5Y | +25.9% | +608.2% | -582.3% | -31.6% |
| 10Y | +151.9% | +695.1% | -543.2% | +23.3% |
| All | +770.9% | +11,592.6% | -10,821.8% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling