+10,042.6%
IRM vs WSM
+19,018.9%
-8,976.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.3% |
| 7D | -0.5% | -3.3% | +2.8% | +0.1% |
| 30D | -8.1% | -8.4% | +0.3% | -6.8% |
| 3M | -9.7% | +9.7% | -19.3% | -11.1% |
| 6M | +10.0% | +16.7% | -6.7% | +7.0% |
| YTD | +43.0% | +28.7% | +14.3% | +36.7% |
| 1Y | +32.7% | +13.7% | +19.0% | +29.2% |
| 3Y | +102.7% | +230.1% | -127.4% | +61.7% |
| 5Y | +187.6% | +179.0% | +8.6% | +130.0% |
| 10Y | +420.1% | +1,002.5% | -582.4% | +220.4% |
| All | +10,042.6% | +19,018.9% | -8,976.3% | +4,233.3% |
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