+142.0%
WEC vs IRM
+440.8%
-298.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.6% |
| 7D | -0.6% | -1.4% | +0.9% | -0.2% |
| 30D | -2.6% | -7.4% | +4.8% | -0.5% |
| 3M | -6.0% | -7.4% | +1.3% | -4.2% |
| 6M | -5.4% | +8.7% | -14.1% | -8.6% |
| YTD | +2.5% | +40.9% | -38.5% | -9.0% |
| 1Y | -0.7% | +20.5% | -21.2% | -7.9% |
| 3Y | +38.7% | +101.7% | -63.0% | +3.9% |
| 5Y | +31.7% | +197.7% | -166.0% | -16.5% |
| All | +142.0% | +440.8% | -298.7% | +14.1% |
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 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