+5,077.7%
WDC vs IRM
+9,515.1%
-4,437.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -16.7% | -5.1% | -11.7% | -14.3% |
| 30D | -27.2% | -3.3% | -23.9% | -25.5% |
| 3M | -34.0% | -8.2% | -25.8% | -31.0% |
| 6M | -39.7% | -12.8% | -27.0% | -35.2% |
| YTD | +68.1% | +36.6% | +31.4% | +48.4% |
| 1Y | +66.3% | +11.9% | +54.4% | +60.0% |
| 3Y | +754.4% | +105.1% | +649.3% | +524.5% |
| 5Y | +595.8% | +182.4% | +413.4% | +337.9% |
| 10Y | +660.4% | +505.1% | +155.3% | +244.9% |
| All | +5,077.7% | +9,515.1% | -4,437.4% | +966.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling