-1.3%
IWM vs WMT
-0.6%
-0.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.2% |
| 7D | +1.4% | +2.0% | -0.6% | +1.6% |
| 30D | +2.3% | +10.3% | -8.0% | +3.2% |
| 3M | -8.3% | +11.0% | -19.3% | -7.4% |
| 6M | -1.3% | -2.3% | +1.0% | -3.2% |
| All | -1.3% | -0.6% | -0.7% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling