+682.0%
WDC vs IRM
+524.5%
+157.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.8% |
| 7D | +16.3% | +8.6% | +7.7% | +10.8% |
| 30D | -18.3% | 0.0% | -18.2% | -17.4% |
| 3M | -31.4% | -7.1% | -24.3% | -27.8% |
| 6M | -36.3% | -7.9% | -28.4% | -32.2% |
| YTD | +80.8% | +41.3% | +39.5% | +50.2% |
| 1Y | +87.7% | +20.7% | +67.0% | +70.2% |
| 3Y | +819.4% | +112.2% | +707.3% | +480.3% |
| 5Y | +583.2% | +191.2% | +392.0% | +247.9% |
| All | +682.0% | +524.5% | +157.4% | +148.6% |
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