+808.3%
IWM vs WDC
+17,339.9%
-16,531.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.6% | -1.0% |
| 7D | +0.1% | +1.7% | -1.7% | -0.4% |
| 30D | -1.3% | -10.0% | +8.7% | +0.4% |
| 3M | +1.6% | -18.8% | +20.4% | +3.1% |
| 6M | +13.6% | +79.0% | -65.5% | -5.1% |
| YTD | +20.8% | +171.6% | -150.8% | -10.0% |
| 1Y | +26.4% | +417.4% | -391.0% | -20.4% |
| 3Y | +60.7% | +1,251.8% | -1,191.1% | -21.8% |
| 5Y | +38.2% | +911.7% | -873.5% | -29.8% |
| 10Y | +169.5% | +1,399.6% | -1,230.2% | +16.0% |
| All | +808.3% | +17,339.9% | -16,531.6% | +108.9% |
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 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