+434.4%
IRM vs WWD
+498.9%
-64.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +3.0% | +0.6% | +2.4% | +2.8% |
| 30D | -5.2% | -5.1% | -0.1% | -3.7% |
| 3M | -8.0% | -11.2% | +3.2% | -4.9% |
| 6M | +9.2% | -12.0% | +21.2% | +12.6% |
| YTD | +41.0% | +12.0% | +29.0% | +33.7% |
| 1Y | +23.3% | +42.8% | -19.5% | +7.2% |
| 3Y | +102.8% | +168.9% | -66.1% | +40.2% |
| 5Y | +192.8% | +192.2% | +0.6% | +92.5% |
| All | +434.4% | +498.9% | -64.6% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling