-82.0%
IRE vs WSM
+22.0%
-104.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.2% | +10.1% | +10.0% |
| 7D | +58.9% | +2.6% | +56.3% | +53.8% |
| 30D | +17.2% | -9.5% | +26.7% | +34.4% |
| 3M | -58.6% | +12.9% | -71.5% | -70.1% |
| 6M | -23.5% | +23.0% | -46.5% | -52.3% |
| YTD | -47.4% | +28.9% | -76.3% | -72.3% |
| All | -82.0% | +22.0% | -104.0% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling