+161.6%
IWM vs WM
+339.4%
-177.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.9% |
| 7D | -2.0% | +1.2% | -3.2% | -2.6% |
| 30D | -1.5% | +13.1% | -14.5% | -7.0% |
| 3M | -8.0% | +3.6% | -11.6% | -9.8% |
| 6M | -4.1% | +8.1% | -12.2% | -8.5% |
| YTD | +11.9% | +8.9% | +3.0% | +5.8% |
| 1Y | +15.0% | +20.3% | -5.3% | +3.2% |
| 3Y | +64.2% | +46.2% | +18.0% | +28.2% |
| 5Y | +20.4% | +59.9% | -39.5% | -12.6% |
| All | +161.6% | +339.4% | -177.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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