-97.8%
IRE vs WSM
+34.5%
-132.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | 0.0% | -15.8% | -15.8% |
| 7D | -41.9% | +3.1% | -45.0% | -44.0% |
| 30D | -75.1% | +8.5% | -83.6% | -78.4% |
| 3M | -82.4% | +4.6% | -87.0% | -84.0% |
| 6M | -95.5% | +44.5% | -140.1% | -97.8% |
| YTD | -93.1% | +48.4% | -141.5% | -97.2% |
| 1Y | -97.8% | +36.2% | -134.0% | -98.9% |
| All | -97.8% | +34.5% | -132.3% | -98.9% |
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