+39.1%
IWM vs WU
-50.7%
+89.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | -1.3% | -1.1% | -0.2% | -1.0% |
| 3M | +1.6% | -3.9% | +5.5% | +1.4% |
| 6M | +13.6% | -20.7% | +34.2% | +20.4% |
| YTD | +20.8% | -18.4% | +39.1% | +26.4% |
| 1Y | +26.4% | -8.1% | +34.5% | +25.9% |
| 3Y | +60.7% | -24.2% | +84.8% | +68.3% |
| All | +39.1% | -50.7% | +89.8% | +63.0% |
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