+6,690.8%
WAB vs IRM
+9,964.6%
-3,273.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -4.4% | -8.1% | +3.6% | -1.7% |
| 3M | +7.9% | -9.7% | +17.5% | +11.3% |
| 6M | +8.7% | +10.0% | -1.3% | +4.5% |
| YTD | +33.0% | +43.0% | -10.0% | +16.3% |
| 1Y | +46.7% | +32.7% | +14.0% | +31.1% |
| 3Y | +153.0% | +102.7% | +50.3% | +91.9% |
| 5Y | +222.3% | +187.6% | +34.7% | +113.9% |
| 10Y | +291.0% | +420.1% | -129.1% | +105.6% |
| All | +6,690.8% | +9,964.6% | -3,273.8% | +1,837.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling