-83.2%
IRE vs WSM
+21.8%
-105.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.6% |
| 7D | +29.0% | +2.6% | +26.4% | +24.9% |
| 30D | +24.2% | -9.3% | +33.5% | +41.8% |
| 3M | -53.2% | +7.1% | -60.2% | -61.3% |
| 6M | -36.0% | +21.7% | -57.8% | -59.4% |
| YTD | -51.0% | +28.7% | -79.7% | -74.2% |
| All | -83.2% | +21.8% | -105.0% | -88.2% |
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