+161.8%
WAT vs IRM
+430.1%
-268.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.3% |
| 30D | -3.2% | -7.8% | +4.5% | -0.9% |
| 3M | +10.6% | -7.9% | +18.4% | +12.9% |
| 6M | +34.0% | +6.3% | +27.7% | +30.5% |
| YTD | +5.7% | +38.2% | -32.4% | -6.0% |
| 1Y | +37.1% | +19.8% | +17.2% | +27.1% |
| 3Y | +52.4% | +98.8% | -46.4% | +16.9% |
| 5Y | -4.4% | +191.8% | -196.2% | -35.3% |
| All | +161.8% | +430.1% | -268.3% | +42.5% |
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