+39.1%
IWM vs WMB
+275.1%
-236.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | -1.3% | +3.3% | -4.5% | -2.7% |
| 3M | +1.6% | +3.1% | -1.5% | -0.1% |
| 6M | +13.6% | -0.7% | +14.3% | +12.9% |
| YTD | +20.8% | +25.2% | -4.4% | +8.4% |
| 1Y | +26.4% | +32.9% | -6.4% | +10.0% |
| 3Y | +60.7% | +140.6% | -79.9% | +2.3% |
| All | +39.1% | +275.1% | -236.0% | -26.3% |
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