+101.8%
IRM vs WCN
+19.5%
+82.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | +3.0% | -1.7% | +4.8% | +3.4% |
| 30D | -5.2% | -3.0% | -2.2% | -4.6% |
| 3M | -8.0% | +2.5% | -10.6% | -9.2% |
| 6M | +9.2% | -5.7% | +14.9% | +10.6% |
| YTD | +41.0% | -7.4% | +48.4% | +43.4% |
| 1Y | +23.3% | -8.6% | +31.9% | +26.0% |
| All | +101.8% | +19.5% | +82.3% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling