+7,114.5%
WAB vs IRM
+9,844.9%
-2,730.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.9% |
| 7D | +7.9% | +8.6% | -0.7% | +4.9% |
| 30D | +4.9% | 0.0% | +4.9% | +4.8% |
| 3M | +1.8% | -7.1% | +8.9% | +4.2% |
| 6M | +12.0% | -7.9% | +19.8% | +14.6% |
| YTD | +41.3% | +41.3% | 0.0% | +23.9% |
| 1Y | +43.8% | +20.7% | +23.1% | +32.9% |
| 3Y | +171.1% | +112.2% | +58.9% | +102.2% |
| 5Y | +217.7% | +191.2% | +26.5% | +109.8% |
| 10Y | +272.3% | +524.3% | -252.0% | +85.1% |
| All | +7,114.5% | +9,844.9% | -2,730.4% | +1,963.2% |
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