+261.5%
WAB vs IRM
+520.0%
-258.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +5.1% | +6.8% | -1.7% | +2.1% |
| 30D | +4.0% | +2.6% | +1.4% | +2.7% |
| 3M | +0.1% | -9.5% | +9.6% | +4.1% |
| 6M | +12.8% | -8.5% | +21.3% | +16.3% |
| YTD | +40.1% | +40.3% | -0.2% | +18.7% |
| 1Y | +46.4% | +28.7% | +17.7% | +28.6% |
| 3Y | +167.4% | +111.8% | +55.5% | +80.0% |
| 5Y | +215.0% | +189.1% | +25.9% | +79.3% |
| All | +261.5% | +520.0% | -258.5% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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