+1,359.8%
WDC vs IRM
+101.2%
+1,258.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | +6.0% | +1.6% | +4.4% | +4.9% |
| 30D | +9.9% | -4.2% | +14.1% | +13.1% |
| 3M | -9.4% | -5.4% | -4.0% | -5.8% |
| 6M | +94.7% | +12.0% | +82.7% | +86.5% |
| YTD | +177.4% | +42.0% | +135.3% | +133.9% |
| 1Y | +412.6% | +29.9% | +382.7% | +349.0% |
| 3Y | +1,359.8% | +104.4% | +1,255.4% | +917.9% |
| All | +1,359.8% | +101.2% | +1,258.5% | +917.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling