+180.8%
IRM vs WSM
+163.9%
+16.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +6.8% | 0.0% | +6.8% | +6.7% |
| 30D | +2.6% | +5.1% | -2.5% | +1.5% |
| 3M | -9.5% | +5.1% | -14.6% | -10.5% |
| 6M | -8.5% | +48.6% | -57.1% | -16.2% |
| YTD | +40.3% | +44.2% | -3.9% | +28.8% |
| 1Y | +28.7% | +38.1% | -9.4% | +19.2% |
| 3Y | +111.8% | +257.2% | -145.4% | +53.0% |
| All | +180.8% | +163.9% | +16.9% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling