-83.7%
IRE vs WSM
+21.8%
-105.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.1% | +11.9% | +11.0% |
| 7D | +54.8% | -3.3% | +58.0% | +61.8% |
| 30D | +18.4% | -8.4% | +26.8% | +33.7% |
| 3M | -66.7% | +9.7% | -76.4% | -74.3% |
| 6M | -52.3% | +16.7% | -69.0% | -66.8% |
| YTD | -52.3% | +28.7% | -81.0% | -74.9% |
| All | -83.7% | +21.8% | -105.4% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling