+9,109.6%
WAT vs IRM
+9,145.3%
-35.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -1.1% | -8.6% | +7.5% | +1.2% |
| 30D | +5.0% | -8.0% | +12.9% | +7.2% |
| 3M | +14.5% | -12.0% | +26.5% | +18.1% |
| 6M | +30.9% | -18.2% | +49.1% | +37.2% |
| YTD | +20.5% | +31.4% | -10.9% | +10.4% |
| 1Y | +23.3% | +9.2% | +14.1% | +18.6% |
| 3Y | +81.5% | +94.6% | -13.1% | +47.1% |
| 5Y | +33.4% | +170.2% | -136.8% | -1.5% |
| 10Y | +231.5% | +464.3% | -232.8% | +94.1% |
| All | +9,109.6% | +9,145.3% | -35.8% | +2,865.1% |
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