+23.8%
IWM vs WMT
+176.1%
-152.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +1.4% | +2.0% | -0.6% | +1.0% |
| 30D | +2.3% | +10.3% | -8.0% | +0.1% |
| 3M | -8.3% | +11.0% | -19.3% | -10.5% |
| 6M | -1.3% | -2.3% | +1.0% | -0.9% |
| YTD | +13.5% | +15.7% | -2.2% | +8.4% |
| 1Y | +18.4% | +26.0% | -7.6% | +10.1% |
| 3Y | +69.6% | +136.5% | -66.9% | +29.9% |
| All | +23.8% | +176.1% | -152.4% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling