+18.9%
IWM vs WMT
+27.5%
-8.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -1.9% | +1.6% |
| 7D | +1.0% | +8.8% | -7.8% | +1.1% |
| 30D | +0.2% | +22.9% | -22.7% | +0.5% |
| 3M | -5.6% | +16.1% | -21.7% | -5.3% |
| 6M | +2.7% | -0.5% | +3.2% | +3.2% |
| YTD | +16.2% | +16.7% | -0.5% | +17.1% |
| 1Y | +18.9% | +27.4% | -8.4% | +21.8% |
| All | +18.9% | +27.5% | -8.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 1y: compounded portfolio wealth divided by compounded WMT 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…
1y analysis · Full analysis span regression · 6 months rolling