+39.1%
IWM vs WEC
+31.0%
+8.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -1.3% | -1.3% | 0.0% | -1.0% |
| 3M | +1.6% | -3.9% | +5.5% | +2.4% |
| 6M | +13.6% | -8.3% | +21.9% | +15.8% |
| YTD | +20.8% | +3.1% | +17.7% | +19.2% |
| 1Y | +26.4% | +1.9% | +24.5% | +25.0% |
| 3Y | +60.7% | +41.9% | +18.8% | +42.5% |
| All | +39.1% | +31.0% | +8.2% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling