+808.3%
IWM vs WMB
+577.4%
+230.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -1.3% | +3.3% | -4.5% | -2.0% |
| 3M | +1.6% | +3.1% | -1.5% | +0.8% |
| 6M | +13.6% | -0.7% | +14.3% | +13.3% |
| YTD | +20.8% | +25.2% | -4.4% | +15.1% |
| 1Y | +26.4% | +32.9% | -6.4% | +19.0% |
| 3Y | +60.7% | +140.6% | -79.9% | +34.4% |
| 5Y | +38.2% | +273.5% | -235.3% | +6.3% |
| 10Y | +169.5% | +334.2% | -164.7% | +96.6% |
| All | +808.3% | +577.4% | +230.9% | +455.8% |
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