+25.8%
IWM vs WU
-41.3%
+67.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.3% |
| 7D | +0.3% | +11.0% | -10.8% | -2.9% |
| 30D | +0.6% | +13.4% | -12.8% | -3.2% |
| 3M | -6.2% | +2.2% | -8.4% | -7.2% |
| 6M | -0.8% | -18.2% | +17.4% | +4.1% |
| YTD | +14.8% | -18.3% | +33.0% | +19.7% |
| 1Y | +16.1% | -12.2% | +28.3% | +17.9% |
| 3Y | +71.5% | -20.8% | +92.3% | +77.1% |
| 5Y | +25.8% | -42.6% | +68.3% | +42.5% |
| All | +25.8% | -41.3% | +67.1% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling