+713.0%
IWM vs WTW
+1,174.9%
-461.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.2% |
| 7D | +0.1% | -2.6% | +2.7% | +1.2% |
| 30D | -1.3% | -1.0% | -0.3% | -1.0% |
| 3M | +1.6% | +29.9% | -28.3% | -9.6% |
| 6M | +13.6% | +10.7% | +2.9% | +7.1% |
| YTD | +20.8% | +2.6% | +18.2% | +16.8% |
| 1Y | +26.4% | +2.8% | +23.7% | +21.8% |
| 3Y | +60.7% | +67.3% | -6.6% | +23.0% |
| 5Y | +38.2% | +56.6% | -18.5% | +8.1% |
| 10Y | +169.5% | +204.1% | -34.6% | +55.1% |
| All | +713.0% | +1,174.9% | -461.9% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling