+506.9%
IWM vs WPM
+5,967.5%
-5,460.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.4% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | -1.3% | +26.4% | -27.6% | -4.9% |
| 3M | +1.6% | +20.8% | -19.2% | -1.7% |
| 6M | +13.6% | +1.1% | +12.4% | +12.5% |
| YTD | +20.8% | +32.5% | -11.7% | +14.4% |
| 1Y | +26.4% | +51.5% | -25.1% | +17.0% |
| 3Y | +60.7% | +267.0% | -206.3% | +28.8% |
| 5Y | +38.2% | +250.1% | -211.9% | +10.1% |
| 10Y | +169.5% | +540.4% | -370.9% | +87.6% |
| All | +506.9% | +5,967.5% | -5,460.6% | +164.2% |
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 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