+10,042.6%
IRM vs WST
+8,246.1%
+1,796.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -8.1% | -3.1% | -4.9% | -7.4% |
| 3M | -9.7% | +7.2% | -16.9% | -11.5% |
| 6M | +10.0% | +36.8% | -26.8% | +1.0% |
| YTD | +43.0% | +23.8% | +19.1% | +34.2% |
| 1Y | +32.7% | +37.8% | -5.1% | +20.7% |
| 3Y | +102.7% | -15.9% | +118.6% | +97.4% |
| 5Y | +187.6% | -25.8% | +213.4% | +182.3% |
| 10Y | +420.1% | +319.6% | +100.5% | +206.4% |
| All | +10,042.6% | +8,246.1% | +1,796.5% | +2,667.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling