+171.7%
IWM vs WWD
+479.8%
-308.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -1.1% | +0.6% | -1.8% | -1.4% |
| 30D | -3.1% | -5.1% | +2.0% | -1.1% |
| 3M | +2.2% | -11.2% | +13.5% | +6.5% |
| 6M | +15.1% | -12.0% | +27.1% | +19.6% |
| YTD | +18.6% | +12.0% | +6.6% | +10.3% |
| 1Y | +24.0% | +42.8% | -18.8% | +3.0% |
| 3Y | +63.7% | +168.9% | -105.2% | -0.1% |
| 5Y | +38.2% | +192.2% | -154.0% | -20.8% |
| 10Y | +171.7% | +495.3% | -323.6% | +5.2% |
| All | +171.7% | +479.8% | -308.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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