-8.5%
IRM vs WSM
+44.7%
-53.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +6.8% | 0.0% | +6.8% | +6.6% |
| 30D | +2.6% | +5.1% | -2.5% | +1.3% |
| 3M | -9.5% | +5.1% | -14.6% | -10.7% |
| 6M | -8.5% | +48.6% | -57.1% | -22.1% |
| All | -8.5% | +44.7% | -53.1% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling