+4,034.0%
IRM vs WCN
+6,839.3%
-2,805.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -0.5% | -0.6% | +0.2% | -0.3% |
| 30D | -8.1% | +0.4% | -8.5% | -8.2% |
| 3M | -9.7% | +7.3% | -17.0% | -11.5% |
| 6M | +10.0% | -2.5% | +12.5% | +10.1% |
| YTD | +43.0% | -5.4% | +48.4% | +43.7% |
| 1Y | +32.7% | -8.5% | +41.1% | +34.3% |
| 3Y | +102.7% | +20.8% | +81.9% | +91.3% |
| 5Y | +187.6% | +30.0% | +157.5% | +166.7% |
| 10Y | +420.1% | +238.4% | +181.7% | +293.0% |
| All | +4,034.0% | +6,839.3% | -2,805.4% | +1,967.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling