+808.3%
IWM vs WSM
+4,137.0%
-3,328.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.3% |
| 7D | +0.1% | -3.3% | +3.4% | +1.0% |
| 30D | -1.3% | -8.4% | +7.1% | +1.2% |
| 3M | +1.6% | +9.7% | -8.0% | -1.3% |
| 6M | +13.6% | +16.7% | -3.1% | +8.2% |
| YTD | +20.8% | +28.7% | -7.9% | +11.6% |
| 1Y | +26.4% | +13.7% | +12.8% | +20.7% |
| 3Y | +60.7% | +230.1% | -169.4% | +8.0% |
| 5Y | +38.2% | +179.0% | -140.8% | -6.1% |
| 10Y | +169.5% | +1,002.5% | -833.1% | +12.8% |
| All | +808.3% | +4,137.0% | -3,328.7% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling