+11.4%
WBD vs IRM
+440.8%
-429.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | +1.4% | -7.4% | +8.8% | +4.4% |
| 3M | +4.4% | -7.4% | +11.7% | +7.0% |
| 6M | +0.8% | +8.7% | -7.8% | -4.3% |
| YTD | -2.7% | +40.9% | -43.7% | -18.1% |
| 1Y | +73.4% | +20.5% | +52.9% | +55.3% |
| 3Y | +142.1% | +101.7% | +40.4% | +67.9% |
| 5Y | +7.2% | +197.7% | -190.4% | -37.7% |
| All | +11.4% | +440.8% | -429.4% | -51.1% |
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 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