+8,266.4%
WDC vs IRM
+9,964.6%
-1,698.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.6% | +4.2% | +5.1% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | -10.0% | -8.1% | -1.9% | -6.2% |
| 3M | -18.8% | -9.7% | -9.1% | -14.5% |
| 6M | +79.0% | +10.0% | +69.0% | +73.4% |
| YTD | +171.6% | +43.0% | +128.6% | +133.8% |
| 1Y | +417.4% | +32.7% | +384.7% | +358.4% |
| 3Y | +1,251.8% | +102.7% | +1,149.1% | +884.9% |
| 5Y | +911.7% | +187.6% | +724.1% | +527.7% |
| 10Y | +1,399.6% | +420.1% | +979.5% | +612.6% |
| All | +8,266.4% | +9,964.6% | -1,698.2% | +1,579.4% |
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