+808.3%
IWM vs WMT
+833.3%
-25.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +0.1% | +3.9% | -3.8% | -1.5% |
| 30D | -1.3% | -4.4% | +3.1% | +0.3% |
| 3M | +1.6% | -8.8% | +10.4% | +4.9% |
| 6M | +13.6% | -15.6% | +29.2% | +20.5% |
| YTD | +20.8% | -3.2% | +24.0% | +20.4% |
| 1Y | +26.4% | +7.0% | +19.4% | +20.1% |
| 3Y | +60.7% | +105.3% | -44.6% | +12.9% |
| 5Y | +38.2% | +129.3% | -91.1% | -9.1% |
| 10Y | +169.5% | +423.9% | -254.5% | +16.7% |
| All | +808.3% | +833.3% | -25.0% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling