+40.0%
IWM vs WPM
+261.1%
-221.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +1.4% | +7.0% | -5.6% | +0.1% |
| 30D | -2.3% | +15.7% | -18.0% | -5.2% |
| 3M | +4.0% | +35.2% | -31.2% | -2.5% |
| 6M | +17.9% | +6.1% | +11.8% | +15.3% |
| YTD | +20.2% | +32.6% | -12.4% | +12.0% |
| 1Y | +25.0% | +46.9% | -21.9% | +13.7% |
| 3Y | +66.0% | +276.3% | -210.3% | +19.8% |
| 5Y | +40.0% | +260.0% | -220.0% | -5.4% |
| All | +40.0% | +261.1% | -221.1% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling