+15.0%
IWM vs WMB
+14.8%
+0.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -2.0% | -13.8% | +11.8% | -1.1% |
| 30D | -1.5% | -10.3% | +8.9% | -0.8% |
| 3M | -8.0% | -10.1% | +2.1% | -7.4% |
| 6M | -4.1% | -11.8% | +7.7% | -3.9% |
| YTD | +11.9% | +8.9% | +3.0% | +8.3% |
| 1Y | +15.0% | +14.0% | +1.1% | +9.0% |
| All | +15.0% | +14.8% | +0.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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