+10,042.6%
IRM vs WWD
+16,106.9%
-6,064.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.4% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | -8.1% | -7.2% | -0.9% | -6.4% |
| 3M | -9.7% | -3.8% | -5.8% | -9.1% |
| 6M | +10.0% | -9.9% | +19.9% | +12.1% |
| YTD | +43.0% | +14.8% | +28.2% | +36.7% |
| 1Y | +32.7% | +42.1% | -9.4% | +19.8% |
| 3Y | +102.7% | +170.8% | -68.1% | +54.2% |
| 5Y | +187.6% | +197.5% | -9.9% | +111.2% |
| 10Y | +420.1% | +477.8% | -57.7% | +209.8% |
| All | +10,042.6% | +16,106.9% | -6,064.3% | +3,159.2% |
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