+222.9%
WAB vs IRM
+190.5%
+32.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +0.2% | +3.0% | -2.8% | -0.9% |
| 30D | -4.6% | -5.2% | +0.7% | -2.6% |
| 3M | +5.6% | -8.0% | +13.7% | +8.7% |
| 6M | +13.8% | +9.2% | +4.6% | +9.0% |
| YTD | +31.9% | +41.0% | -9.1% | +13.3% |
| 1Y | +48.3% | +23.3% | +25.0% | +34.0% |
| 3Y | +167.1% | +102.8% | +64.3% | +86.0% |
| 5Y | +222.9% | +192.8% | +30.1% | +89.1% |
| All | +222.9% | +190.5% | +32.4% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling