+434.2%
IRM vs WSM
+1,071.8%
-637.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -7.4% | -7.7% | +0.3% | -5.8% |
| 3M | -7.4% | +3.8% | -11.1% | -8.2% |
| 6M | +8.7% | +22.7% | -14.0% | +3.7% |
| YTD | +40.9% | +28.0% | +12.9% | +32.9% |
| 1Y | +20.5% | +12.7% | +7.8% | +16.5% |
| 3Y | +101.7% | +231.3% | -129.6% | +48.2% |
| 5Y | +197.7% | +177.2% | +20.5% | +119.4% |
| All | +434.2% | +1,071.8% | -637.6% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling