+143.5%
IWM vs WPM
+749.7%
-606.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +1.4% | -3.6% | +5.0% | +1.9% |
| 30D | +2.3% | +1.4% | +0.8% | +1.9% |
| 3M | -8.3% | -0.2% | -8.1% | -8.7% |
| 6M | -1.3% | -7.3% | +6.0% | -1.1% |
| YTD | +13.5% | +12.3% | +1.2% | +10.3% |
| 1Y | +18.4% | +24.9% | -6.5% | +13.4% |
| 3Y | +69.6% | +210.4% | -140.7% | +42.3% |
| 5Y | +23.3% | +210.4% | -187.1% | +1.9% |
| All | +143.5% | +749.7% | -606.2% | +93.2% |
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