+9,849.4%
IRM vs WSM
+21,322.2%
-11,472.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | +2.6% | +5.1% | -2.5% | +1.7% |
| 3M | -9.5% | +5.1% | -14.6% | -10.3% |
| 6M | -8.5% | +48.6% | -57.1% | -14.4% |
| YTD | +40.3% | +44.2% | -3.9% | +31.5% |
| 1Y | +28.7% | +38.1% | -9.4% | +21.4% |
| 3Y | +111.8% | +257.2% | -145.4% | +66.9% |
| 5Y | +189.1% | +165.1% | +24.0% | +133.0% |
| 10Y | +519.8% | +1,123.6% | -603.8% | +275.2% |
| All | +9,849.4% | +21,322.2% | -11,472.8% | +4,068.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling