+32.7%
IRM vs WSM
+19.9%
+12.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.1% |
| 7D | -0.5% | -3.3% | +2.8% | +0.4% |
| 30D | -8.1% | -8.4% | +0.3% | -5.9% |
| 3M | -9.7% | +9.7% | -19.3% | -12.1% |
| 6M | +10.0% | +16.7% | -6.7% | +4.6% |
| YTD | +43.0% | +28.7% | +14.3% | +31.9% |
| 1Y | +32.7% | +13.7% | +19.0% | +26.4% |
| All | +32.7% | +19.9% | +12.8% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling