+8,139.1%
WAT vs IRM
+9,964.6%
-1,825.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +2.3% | -8.1% | +10.4% | +4.5% |
| 3M | +8.7% | -9.7% | +18.4% | +11.3% |
| 6M | +28.3% | +10.0% | +18.3% | +24.4% |
| YTD | +7.8% | +43.0% | -35.2% | -3.2% |
| 1Y | +36.6% | +32.7% | +3.9% | +24.7% |
| 3Y | +45.7% | +102.7% | -57.0% | +17.1% |
| 5Y | -3.3% | +187.6% | -190.9% | -29.8% |
| 10Y | +162.1% | +420.1% | -258.0% | +56.5% |
| All | +8,139.1% | +9,964.6% | -1,825.5% | +2,498.2% |
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