+2,146.0%
WEC vs IRM
+9,844.9%
-7,698.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -0.7% | +8.6% | -9.3% | -2.1% |
| 30D | +11.0% | 0.0% | +11.0% | +10.7% |
| 3M | +8.6% | -7.1% | +15.8% | +9.7% |
| 6M | +6.2% | -7.9% | +14.0% | +7.1% |
| YTD | +14.3% | +41.3% | -27.0% | +6.7% |
| 1Y | +8.4% | +20.7% | -12.4% | +3.8% |
| 3Y | +62.9% | +112.2% | -49.3% | +39.3% |
| 5Y | +55.8% | +191.2% | -135.4% | +25.3% |
| 10Y | +193.2% | +524.3% | -331.1% | +105.8% |
| All | +2,146.0% | +9,844.9% | -7,698.9% | +1,246.1% |
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