+144.3%
IWM vs WFC
+117.1%
+27.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.8% | +1.7% | +1.0% | +1.9% |
| 30D | +0.6% | +6.8% | -6.2% | -2.5% |
| 3M | -7.8% | -3.0% | -4.8% | -6.7% |
| 6M | -1.0% | +15.4% | -16.4% | -8.1% |
| YTD | +13.9% | -5.9% | +19.8% | +15.7% |
| 1Y | +15.4% | +1.7% | +13.8% | +13.0% |
| 3Y | +70.2% | +124.9% | -54.7% | +10.7% |
| 5Y | +23.7% | +90.5% | -66.8% | -15.0% |
| All | +144.3% | +117.1% | +27.3% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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