+88.5%
WDC vs IRM
+20.8%
+67.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.4% |
| 7D | +12.1% | +6.8% | +5.3% | +6.2% |
| 30D | -18.8% | +2.6% | -21.4% | -19.1% |
| 3M | -39.3% | -9.5% | -29.8% | -33.5% |
| 6M | -40.1% | -8.5% | -31.6% | -34.7% |
| YTD | +71.8% | +40.3% | +31.5% | +48.3% |
| 1Y | +88.5% | +28.7% | +59.8% | +72.0% |
| All | +88.5% | +20.8% | +67.7% | +72.0% |
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