+166.9%
IWM vs WFC
+132.6%
+34.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.6% |
| 7D | +1.4% | +1.1% | +0.4% | +0.9% |
| 30D | -2.3% | +0.8% | -3.1% | -2.8% |
| 3M | +4.0% | +9.3% | -5.3% | -0.7% |
| 6M | +17.9% | +10.6% | +7.3% | +11.5% |
| YTD | +20.2% | -4.1% | +24.3% | +21.3% |
| 1Y | +25.0% | +13.6% | +11.4% | +15.9% |
| 3Y | +66.0% | +130.7% | -64.7% | +6.9% |
| 5Y | +40.0% | +126.7% | -86.7% | -11.4% |
| 10Y | +166.9% | +132.1% | +34.7% | +53.4% |
| All | +166.9% | +132.6% | +34.3% | +53.4% |
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