-97.1%
IRE vs WSM
+36.4%
-133.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.8% | +41.3% | +41.5% |
| 7D | -27.2% | +0.5% | -27.7% | -29.0% |
| 30D | -75.1% | +6.0% | -81.1% | -78.0% |
| 3M | -77.9% | +3.2% | -81.1% | -79.8% |
| 6M | -94.6% | +37.1% | -131.7% | -97.2% |
| YTD | -91.5% | +44.2% | -135.7% | -96.4% |
| 1Y | -97.8% | +34.2% | -132.0% | -98.7% |
| All | -97.1% | +36.4% | -133.5% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling