+171.7%
IWM vs WPM
+523.6%
-351.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.5% |
| 7D | -1.1% | +3.9% | -5.0% | -1.6% |
| 30D | -3.1% | +17.7% | -20.8% | -5.3% |
| 3M | +2.2% | +39.4% | -37.2% | -2.5% |
| 6M | +15.1% | +6.4% | +8.7% | +13.3% |
| YTD | +18.6% | +34.0% | -15.4% | +13.1% |
| 1Y | +24.0% | +50.5% | -26.5% | +16.3% |
| 3Y | +63.7% | +280.3% | -216.6% | +35.7% |
| 5Y | +38.2% | +266.3% | -228.1% | +13.4% |
| 10Y | +171.7% | +550.8% | -379.1% | +119.9% |
| All | +171.7% | +523.6% | -351.9% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling