+741.9%
IWM vs WMB
+489.7%
+252.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -2.0% | -13.8% | +11.8% | +0.7% |
| 30D | -1.5% | -10.3% | +8.9% | +0.5% |
| 3M | -8.0% | -10.1% | +2.1% | -6.4% |
| 6M | -4.1% | -11.8% | +7.7% | -2.2% |
| YTD | +11.9% | +8.9% | +3.0% | +9.4% |
| 1Y | +15.0% | +14.0% | +1.1% | +11.4% |
| 3Y | +64.2% | +100.5% | -36.3% | +42.0% |
| 5Y | +20.4% | +179.5% | -159.1% | -2.4% |
| 10Y | +168.0% | +272.7% | -104.8% | +100.9% |
| All | +741.9% | +489.7% | +252.2% | +428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling