+756.6%
IWM vs WMB
+539.0%
+217.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +2.8% | +8.1% | -5.3% | +1.2% |
| 30D | +0.6% | -6.9% | +7.5% | +1.8% |
| 3M | -7.8% | -5.1% | -2.7% | -7.1% |
| 6M | -1.0% | -5.7% | +4.7% | -0.3% |
| YTD | +13.9% | +18.1% | -4.2% | +9.6% |
| 1Y | +15.4% | +18.4% | -3.0% | +11.0% |
| 3Y | +70.2% | +122.7% | -52.5% | +44.2% |
| 5Y | +23.7% | +202.0% | -178.4% | -1.2% |
| 10Y | +147.8% | +283.8% | -136.0% | +84.5% |
| All | +756.6% | +539.0% | +217.6% | +429.0% |
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