+481.9%
IWM vs WPM
+5,208.0%
-4,726.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -0.3% | +3.1% | -3.4% | -0.8% |
| 30D | +1.9% | -1.8% | +3.7% | +1.9% |
| 3M | -5.7% | +1.0% | -6.7% | -6.3% |
| 6M | -0.3% | -5.4% | +5.2% | -0.3% |
| YTD | +15.8% | +15.9% | -0.1% | +11.6% |
| 1Y | +17.1% | +30.8% | -13.7% | +10.7% |
| 3Y | +73.1% | +222.6% | -149.6% | +41.1% |
| 5Y | +25.9% | +227.4% | -201.5% | +1.2% |
| 10Y | +151.9% | +757.8% | -605.9% | +68.2% |
| All | +481.9% | +5,208.0% | -4,726.1% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling