+38.2%
IWM vs WSM
+182.5%
-144.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -1.1% | +2.6% | -3.8% | -1.9% |
| 30D | -3.1% | -9.3% | +6.2% | -0.3% |
| 3M | +2.2% | +7.1% | -4.9% | -0.1% |
| 6M | +15.1% | +21.7% | -6.6% | +7.9% |
| YTD | +18.6% | +28.7% | -10.2% | +9.1% |
| 1Y | +24.0% | +13.9% | +10.1% | +18.0% |
| 3Y | +63.7% | +232.2% | -168.5% | +5.4% |
| 5Y | +38.2% | +176.4% | -138.2% | -10.1% |
| All | +38.2% | +182.5% | -144.3% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling