+423.6%
IRM vs WCC
+518.6%
-95.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.2% |
| 7D | -1.8% | +1.7% | -3.5% | -2.2% |
| 30D | -7.8% | -6.1% | -1.7% | -6.4% |
| 3M | -7.9% | +3.1% | -10.9% | -8.9% |
| 6M | +6.3% | +28.2% | -21.9% | -0.5% |
| YTD | +38.2% | +41.1% | -2.9% | +25.9% |
| 1Y | +19.8% | +61.3% | -41.5% | +5.4% |
| 3Y | +98.8% | +123.6% | -24.9% | +54.4% |
| 5Y | +191.8% | +214.8% | -23.0% | +101.3% |
| All | +423.6% | +518.6% | -95.0% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling