+23.8%
IWM vs WMB
+200.5%
-176.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.4% | +7.8% | -6.4% | -1.3% |
| 30D | +2.3% | -5.1% | +7.4% | +3.8% |
| 3M | -8.3% | -4.7% | -3.6% | -7.3% |
| 6M | -1.3% | -7.4% | +6.1% | +0.4% |
| YTD | +13.5% | +17.5% | -4.0% | +3.7% |
| 1Y | +18.4% | +19.5% | -1.1% | +7.2% |
| 3Y | +69.6% | +121.3% | -51.7% | +10.2% |
| All | +23.8% | +200.5% | -176.8% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling