+7,186.0%
WAB vs IRM
+9,515.1%
-2,329.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +4.0% | -5.1% | +9.1% | +5.9% |
| 30D | +6.3% | -3.3% | +9.6% | +7.5% |
| 3M | +3.3% | -8.2% | +11.4% | +6.1% |
| 6M | +14.5% | -12.8% | +27.2% | +19.4% |
| YTD | +42.7% | +36.6% | +6.1% | +26.6% |
| 1Y | +45.2% | +11.9% | +33.3% | +37.8% |
| 3Y | +173.8% | +105.1% | +68.6% | +106.6% |
| 5Y | +223.8% | +182.4% | +41.4% | +116.2% |
| 10Y | +280.5% | +505.1% | -224.7% | +91.3% |
| All | +7,186.0% | +9,515.1% | -2,329.1% | +2,008.6% |
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