+231.8%
WAT vs IRM
+481.3%
-249.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +3.4% | -5.1% | +8.5% | +5.0% |
| 30D | +9.6% | -3.3% | +12.9% | +10.6% |
| 3M | +15.5% | -8.2% | +23.6% | +18.1% |
| 6M | +33.9% | -12.8% | +46.7% | +38.7% |
| YTD | +25.2% | +36.6% | -11.4% | +11.2% |
| 1Y | +26.3% | +11.9% | +14.4% | +19.6% |
| 3Y | +85.8% | +105.1% | -19.3% | +39.9% |
| 5Y | +35.3% | +182.4% | -147.1% | -8.5% |
| 10Y | +231.8% | +505.1% | -273.4% | +70.9% |
| All | +231.8% | +481.3% | -249.5% | +70.9% |
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