+31.7%
WEC vs IRM
+192.5%
-160.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.4% |
| 30D | +0.3% | -4.2% | +4.5% | +1.2% |
| 3M | -2.9% | -5.4% | +2.4% | -2.0% |
| 6M | -5.9% | +12.0% | -17.9% | -8.9% |
| YTD | +4.1% | +42.0% | -37.9% | -4.8% |
| 1Y | +3.1% | +29.9% | -26.7% | -4.2% |
| 3Y | +40.8% | +104.4% | -63.6% | +10.1% |
| 5Y | +31.7% | +191.0% | -159.3% | -9.1% |
| All | +31.7% | +192.5% | -160.8% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling