+166.4%
IWM vs WMT
+436.6%
-270.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -4.6% | -7.4% | +2.9% | -2.5% |
| 3M | -0.3% | -10.9% | +10.6% | +2.9% |
| 6M | +14.7% | -12.7% | +27.4% | +18.6% |
| YTD | +17.8% | -3.2% | +21.1% | +17.4% |
| 1Y | +21.2% | +5.3% | +16.0% | +17.0% |
| 3Y | +62.3% | +101.9% | -39.5% | +23.5% |
| 5Y | +38.7% | +134.6% | -95.8% | -1.2% |
| All | +166.4% | +436.6% | -270.3% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling