+9,733.9%
IRM vs WWD
+15,747.8%
-6,013.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | -5.3% | +3.7% | -9.0% | -6.0% |
| 30D | -2.3% | +1.8% | -4.1% | -2.7% |
| 3M | -7.4% | -5.0% | -2.5% | -6.3% |
| 6M | -12.2% | -8.4% | -3.8% | -10.6% |
| YTD | +38.6% | +12.3% | +26.4% | +33.3% |
| 1Y | +14.9% | +26.2% | -11.4% | +7.0% |
| 3Y | +108.2% | +154.6% | -46.4% | +60.7% |
| 5Y | +183.8% | +195.3% | -11.4% | +109.0% |
| 10Y | +512.6% | +466.3% | +46.3% | +266.9% |
| All | +9,733.9% | +15,747.8% | -6,013.9% | +3,077.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling