+64.1%
IWM vs WMB
+140.5%
-76.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -1.3% | +3.3% | -4.5% | -2.3% |
| 3M | +1.6% | +3.1% | -1.5% | +0.3% |
| 6M | +13.6% | -0.7% | +14.3% | +13.1% |
| YTD | +20.8% | +25.2% | -4.4% | +10.5% |
| 1Y | +26.4% | +32.9% | -6.4% | +12.5% |
| All | +64.1% | +140.5% | -76.3% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling