+166.9%
IWM vs WU
-41.4%
+208.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.5% |
| 7D | +1.4% | -0.8% | +2.3% | +1.7% |
| 30D | -2.3% | -1.1% | -1.2% | -2.0% |
| 3M | +4.0% | -1.8% | +5.8% | +2.7% |
| 6M | +17.9% | -23.9% | +41.9% | +29.0% |
| YTD | +20.2% | -20.4% | +40.6% | +28.5% |
| 1Y | +25.0% | -10.6% | +35.5% | +25.8% |
| 3Y | +66.0% | -27.7% | +93.7% | +79.4% |
| 5Y | +40.0% | -51.1% | +91.2% | +77.4% |
| 10Y | +166.9% | -40.7% | +207.6% | +199.9% |
| All | +166.9% | -41.4% | +208.2% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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