+66.0%
IWM vs WSM
+239.4%
-173.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +1.4% | +2.6% | -1.2% | +0.7% |
| 30D | -2.3% | -9.5% | +7.2% | +0.3% |
| 3M | +4.0% | +12.9% | -8.9% | +0.4% |
| 6M | +17.9% | +23.0% | -5.1% | +11.1% |
| YTD | +20.2% | +28.9% | -8.7% | +11.8% |
| 1Y | +25.0% | +13.7% | +11.3% | +19.6% |
| 3Y | +66.0% | +232.6% | -166.6% | +19.7% |
| All | +66.0% | +239.4% | -173.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling