+695.1%
WDC vs IRM
+514.0%
+181.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.4% |
| 7D | -3.2% | -5.3% | +2.0% | +0.8% |
| 30D | -19.0% | -2.3% | -16.7% | -17.0% |
| 3M | -28.4% | -7.4% | -21.0% | -24.4% |
| 6M | -39.2% | -12.2% | -27.0% | -33.5% |
| YTD | +82.1% | +38.6% | +43.4% | +53.0% |
| 1Y | +84.7% | +14.9% | +69.8% | +72.4% |
| 3Y | +825.6% | +108.2% | +717.5% | +491.1% |
| 5Y | +608.2% | +183.8% | +424.3% | +266.2% |
| 10Y | +695.1% | +512.6% | +182.5% | +153.6% |
| All | +695.1% | +514.0% | +181.1% | +153.6% |
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