+65.6%
IWM vs WMT
+100.2%
-34.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.3% | -5.0% | +2.7% | -1.5% |
| 3M | +4.0% | -11.3% | +15.3% | +6.1% |
| 6M | +17.9% | -13.8% | +31.7% | +20.6% |
| YTD | +20.2% | -4.2% | +24.4% | +19.4% |
| 1Y | +25.0% | +4.6% | +20.4% | +21.0% |
| All | +65.6% | +100.2% | -34.6% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling