+7.6%
IRM vs WST
+47.8%
-40.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | -8.6% | -3.1% | -5.5% | -7.9% |
| 30D | -8.0% | +9.1% | -17.1% | -9.0% |
| 3M | -12.0% | +14.7% | -26.7% | -13.8% |
| 6M | -18.2% | +28.0% | -46.2% | -22.1% |
| YTD | +31.4% | +45.6% | -14.3% | +18.6% |
| All | +7.6% | +47.8% | -40.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling