+15.0%
IWM vs WM
+20.0%
-5.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +0.7% |
| 7D | -2.0% | +1.2% | -3.2% | -1.9% |
| 30D | -1.5% | +13.1% | -14.5% | +0.4% |
| 3M | -8.0% | +3.6% | -11.6% | -7.7% |
| 6M | -4.1% | +8.1% | -12.2% | -2.9% |
| YTD | +11.9% | +8.9% | +3.0% | +12.5% |
| 1Y | +15.0% | +20.3% | -5.3% | +15.3% |
| All | +15.0% | +20.0% | -5.0% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling