+19.2%
IWM vs WM
+62.1%
-42.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.8% |
| 7D | -4.6% | +4.5% | -9.1% | -5.4% |
| 30D | -3.7% | +16.1% | -19.7% | -6.6% |
| 3M | -9.4% | +8.0% | -17.4% | -10.9% |
| 6M | -3.6% | +8.4% | -12.0% | -5.6% |
| YTD | +10.8% | +11.2% | -0.4% | +7.4% |
| 1Y | +11.9% | +22.3% | -10.4% | +5.4% |
| 3Y | +60.6% | +50.2% | +10.3% | +37.5% |
| 5Y | +19.2% | +63.3% | -44.1% | -4.7% |
| All | +19.2% | +62.1% | -42.8% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling