+754.4%
WDC vs IRM
+105.2%
+649.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -16.7% | -5.1% | -11.7% | -13.2% |
| 30D | -27.2% | -3.3% | -23.9% | -24.8% |
| 3M | -34.0% | -8.2% | -25.8% | -29.7% |
| 6M | -39.7% | -12.8% | -27.0% | -33.5% |
| YTD | +68.1% | +36.6% | +31.4% | +45.8% |
| 1Y | +66.3% | +11.9% | +54.4% | +59.9% |
| 3Y | +754.4% | +105.1% | +649.3% | +466.1% |
| All | +754.4% | +105.2% | +649.2% | +466.1% |
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