+20.0%
IWM vs WFC
+87.9%
-67.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.0% | +1.2% | -3.3% | -2.6% |
| 30D | -1.5% | +5.2% | -6.7% | -3.8% |
| 3M | -8.0% | -3.0% | -5.0% | -7.0% |
| 6M | -4.1% | +6.2% | -10.3% | -7.5% |
| YTD | +11.9% | -7.9% | +19.8% | +14.9% |
| 1Y | +15.0% | +0.3% | +14.7% | +13.3% |
| 3Y | +64.2% | +117.7% | -53.5% | +8.1% |
| All | +20.0% | +87.9% | -67.9% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling