+166.4%
IWM vs WTW
+198.0%
-31.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -2.4% | -5.7% | +3.3% | 0.0% |
| 30D | -4.6% | -7.3% | +2.7% | -1.7% |
| 3M | -0.3% | +21.5% | -21.7% | -8.9% |
| 6M | +14.7% | +9.6% | +5.1% | +8.5% |
| YTD | +17.8% | -3.3% | +21.1% | +17.1% |
| 1Y | +21.2% | -6.1% | +27.4% | +21.9% |
| 3Y | +62.3% | +61.8% | +0.5% | +21.1% |
| 5Y | +38.7% | +42.7% | -4.0% | +9.2% |
| All | +166.4% | +198.0% | -31.7% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling