+25.0%
IWM vs WFC
+13.8%
+11.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.3% |
| 7D | +1.4% | +1.1% | +0.4% | +1.1% |
| 30D | -2.3% | +0.8% | -3.1% | -2.6% |
| 3M | +4.0% | +9.3% | -5.3% | +0.8% |
| 6M | +17.9% | +10.6% | +7.3% | +13.1% |
| YTD | +20.2% | -4.1% | +24.3% | +21.6% |
| 1Y | +25.0% | +13.6% | +11.4% | +18.4% |
| All | +25.0% | +13.8% | +11.2% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling