+298.2%
WBD vs IRM
+1,465.7%
-1,167.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -1.1% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +8.8% | -8.1% | +16.9% | +12.2% |
| 3M | +4.6% | -9.7% | +14.3% | +8.3% |
| 6M | +1.1% | +10.0% | -8.9% | -4.2% |
| YTD | -2.0% | +43.0% | -45.0% | -17.0% |
| 1Y | +140.0% | +32.7% | +107.3% | +108.3% |
| 3Y | +144.4% | +102.7% | +41.7% | +75.0% |
| 5Y | -0.2% | +187.6% | -187.8% | -38.8% |
| 10Y | +9.1% | +420.1% | -411.0% | -49.9% |
| All | +298.2% | +1,465.7% | -1,167.5% | +8.2% |
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