+4.2%
WBD vs IRM
+190.5%
-186.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.7% | +3.0% | -4.7% | -3.0% |
| 30D | +3.9% | -5.2% | +9.1% | +6.0% |
| 3M | +5.1% | -8.0% | +13.1% | +8.1% |
| 6M | +0.6% | +9.2% | -8.6% | -5.2% |
| YTD | -3.2% | +41.0% | -44.2% | -19.8% |
| 1Y | +127.7% | +23.3% | +104.4% | +99.7% |
| 3Y | +146.6% | +102.8% | +43.7% | +56.9% |
| 5Y | +4.2% | +192.8% | -188.6% | -43.8% |
| All | +4.2% | +190.5% | -186.3% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling