-52.3%
IRE vs WSM
+13.6%
-65.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.1% | +11.9% | +11.4% |
| 7D | +54.8% | -3.3% | +58.0% | +60.6% |
| 30D | +18.4% | -8.4% | +26.8% | +31.4% |
| 3M | -66.7% | +9.7% | -76.4% | -74.7% |
| 6M | -52.3% | +16.7% | -69.0% | -69.1% |
| All | -52.3% | +13.6% | -65.9% | -69.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling