+1,228.2%
WDC vs IRM
+430.1%
+798.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.3% |
| 7D | +4.4% | -1.8% | +6.2% | +5.6% |
| 30D | +5.3% | -7.8% | +13.0% | +10.6% |
| 3M | -5.9% | -7.9% | +1.9% | -0.8% |
| 6M | +73.2% | +6.3% | +66.9% | +69.2% |
| YTD | +167.8% | +38.2% | +129.7% | +124.7% |
| 1Y | +386.0% | +19.8% | +366.2% | +339.1% |
| 3Y | +1,309.7% | +98.8% | +1,210.9% | +823.8% |
| 5Y | +957.1% | +191.8% | +765.3% | +442.1% |
| All | +1,228.2% | +430.1% | +798.1% | +359.6% |
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