+38.2%
IWM vs WMT
+129.2%
-91.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -3.1% | -5.8% | +2.7% | -1.9% |
| 3M | +2.2% | -10.8% | +13.0% | +4.7% |
| 6M | +15.1% | -14.3% | +29.4% | +18.7% |
| YTD | +18.6% | -4.4% | +23.0% | +18.2% |
| 1Y | +24.0% | +4.3% | +19.7% | +20.2% |
| 3Y | +63.7% | +100.1% | -36.4% | +29.5% |
| 5Y | +38.2% | +130.8% | -92.6% | +5.2% |
| All | +38.2% | +129.2% | -91.0% | +5.2% |
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 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