+197.9%
WEC vs IRM
+520.0%
-322.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +2.3% | +6.8% | -4.5% | +0.4% |
| 30D | +11.1% | +2.6% | +8.5% | +9.8% |
| 3M | +8.4% | -9.5% | +17.9% | +11.0% |
| 6M | +7.5% | -8.5% | +16.0% | +9.3% |
| YTD | +15.3% | +40.3% | -24.9% | +2.1% |
| 1Y | +9.7% | +28.7% | -18.9% | -0.4% |
| 3Y | +64.7% | +111.8% | -47.2% | +20.9% |
| 5Y | +57.3% | +189.1% | -131.8% | +0.8% |
| All | +197.9% | +520.0% | -322.1% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling