+192.8%
IRM vs WSM
+182.5%
+10.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.0% | +2.6% | +0.4% | +2.5% |
| 30D | -5.2% | -9.3% | +4.1% | -3.2% |
| 3M | -8.0% | +7.1% | -15.1% | -9.5% |
| 6M | +9.2% | +21.7% | -12.6% | +4.3% |
| YTD | +41.0% | +28.7% | +12.3% | +32.8% |
| 1Y | +23.3% | +13.9% | +9.4% | +18.9% |
| 3Y | +102.8% | +232.2% | -129.3% | +48.4% |
| 5Y | +192.8% | +176.4% | +16.4% | +110.2% |
| All | +192.8% | +182.5% | +10.3% | +110.2% |
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