+166.9%
IWM vs WEC
+143.0%
+23.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.7% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | -2.3% | +0.3% | -2.6% | -2.4% |
| 3M | +4.0% | -2.9% | +6.9% | +4.6% |
| 6M | +17.9% | -5.9% | +23.9% | +19.6% |
| YTD | +20.2% | +4.1% | +16.1% | +18.4% |
| 1Y | +25.0% | +3.1% | +21.8% | +23.2% |
| 3Y | +66.0% | +40.8% | +25.2% | +48.1% |
| 5Y | +40.0% | +31.7% | +8.3% | +26.5% |
| 10Y | +166.9% | +141.1% | +25.8% | +125.5% |
| All | +166.9% | +143.0% | +23.8% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling