+808.3%
IWM vs WM
+1,899.6%
-1,091.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -1.3% | -2.4% | +1.1% | -0.2% |
| 3M | +1.6% | +0.4% | +1.2% | +0.7% |
| 6M | +13.6% | -9.5% | +23.0% | +17.9% |
| YTD | +20.8% | +0.5% | +20.2% | +18.7% |
| 1Y | +26.4% | -1.1% | +27.5% | +24.8% |
| 3Y | +60.7% | +46.0% | +14.7% | +26.6% |
| 5Y | +38.2% | +51.8% | -13.6% | +5.2% |
| 10Y | +169.5% | +307.5% | -138.0% | +21.2% |
| All | +808.3% | +1,899.6% | -1,091.3% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling