+37.6%
IWM vs WETO
-99.4%
+136.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.0% |
| 7D | -2.5% | -19.9% | +17.3% | -2.5% |
| 30D | -4.4% | -42.7% | +38.3% | -4.9% |
| 3M | +2.2% | -97.7% | +100.0% | +4.4% |
| 6M | +14.0% | -94.4% | +108.5% | +14.1% |
| YTD | +17.4% | -97.0% | +114.4% | +18.1% |
| 1Y | +22.9% | -98.9% | +121.8% | +24.6% |
| All | +37.6% | -99.4% | +136.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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