+741.9%
IWM vs WDC
+9,744.2%
-9,002.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | -2.0% | -28.0% | +25.9% | +5.0% |
| 30D | -1.5% | -34.9% | +33.5% | +7.6% |
| 3M | -8.0% | -41.6% | +33.6% | +2.0% |
| 6M | -4.1% | -45.4% | +41.3% | +4.6% |
| YTD | +11.9% | +53.3% | -41.4% | -6.4% |
| 1Y | +15.0% | +61.5% | -46.5% | -5.5% |
| 3Y | +64.2% | +712.3% | -648.1% | -11.3% |
| 5Y | +20.4% | +524.2% | -503.8% | -32.6% |
| 10Y | +168.0% | +616.5% | -448.5% | +34.6% |
| All | +741.9% | +9,744.2% | -9,002.3% | +117.4% |
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