+180.8%
IRM vs WST
+1.0%
+179.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -1.0% |
| 7D | +6.8% | +4.2% | +2.6% | +5.8% |
| 30D | +2.6% | +11.2% | -8.6% | +0.4% |
| 3M | -9.5% | +20.4% | -29.8% | -12.9% |
| 6M | -8.5% | +37.9% | -46.4% | -14.8% |
| YTD | +40.3% | +51.8% | -11.5% | +27.1% |
| 1Y | +28.7% | +56.6% | -27.9% | +15.8% |
| 3Y | +111.8% | +24.2% | +87.6% | +88.7% |
| All | +180.8% | +1.0% | +179.8% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling