+741.9%
IWM vs WFC
+686.9%
+55.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.0% | +1.2% | -3.3% | -2.5% |
| 30D | -1.5% | +5.2% | -6.7% | -3.5% |
| 3M | -8.0% | -3.0% | -5.0% | -7.1% |
| 6M | -4.1% | +6.2% | -10.3% | -7.0% |
| YTD | +11.9% | -7.9% | +19.8% | +14.5% |
| 1Y | +15.0% | +0.3% | +14.7% | +13.7% |
| 3Y | +64.2% | +117.7% | -53.5% | +17.2% |
| 5Y | +20.4% | +88.4% | -68.0% | -10.5% |
| 10Y | +168.0% | +147.3% | +20.7% | +69.7% |
| All | +741.9% | +686.9% | +55.0% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling