+143.5%
IWM vs WMT
+538.2%
-394.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +1.4% | +2.0% | -0.6% | +0.8% |
| 30D | +2.3% | +10.3% | -8.0% | -0.7% |
| 3M | -8.3% | +11.0% | -19.3% | -11.4% |
| 6M | -1.3% | -2.3% | +1.0% | -1.2% |
| YTD | +13.5% | +15.7% | -2.2% | +7.1% |
| 1Y | +18.4% | +26.0% | -7.6% | +8.3% |
| 3Y | +69.6% | +136.5% | -66.9% | +23.2% |
| 5Y | +23.3% | +176.8% | -153.6% | -16.4% |
| All | +143.5% | +538.2% | -394.6% | +35.7% |
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