+113.2%
WDC vs IRM
+19.5%
+93.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -8.0% |
| 7D | -18.3% | +2.6% | -20.9% | -19.8% |
| 30D | -26.7% | +5.6% | -32.3% | -29.4% |
| 3M | -40.9% | -4.7% | -36.2% | -38.4% |
| 6M | -26.8% | -6.1% | -20.7% | -22.9% |
| YTD | +88.2% | +46.3% | +41.8% | +57.7% |
| 1Y | +113.2% | +18.7% | +94.5% | +93.1% |
| All | +113.2% | +19.5% | +93.7% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling