-97.1%
IRE vs WSM
+34.6%
-131.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.5% | -15.8% | -15.8% |
| 7D | -31.8% | 0.0% | -31.8% | -31.7% |
| 30D | -71.8% | +5.1% | -76.8% | -74.3% |
| 3M | -88.9% | +5.1% | -94.0% | -89.9% |
| 6M | -95.4% | +48.6% | -143.9% | -97.8% |
| YTD | -94.2% | +44.2% | -138.4% | -97.3% |
| 1Y | -97.1% | +38.1% | -135.2% | -98.6% |
| All | -97.1% | +34.6% | -131.7% | -98.6% |
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