+20.0%
IWM vs WWD
+170.1%
-150.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | -0.3% |
| 7D | -2.0% | +4.2% | -6.2% | -3.6% |
| 30D | -1.5% | -2.1% | +0.7% | -0.9% |
| 3M | -8.0% | -13.2% | +5.2% | -3.5% |
| 6M | -4.1% | -16.9% | +12.8% | +1.5% |
| YTD | +11.9% | +5.2% | +6.7% | +6.6% |
| 1Y | +15.0% | +20.6% | -5.6% | +3.0% |
| 3Y | +64.2% | +146.3% | -82.1% | +4.0% |
| All | +20.0% | +170.1% | -150.1% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling