+1,925.4%
WEC vs IRM
+9,964.6%
-8,039.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -1.3% | -8.1% | +6.8% | +0.1% |
| 3M | -3.9% | -9.7% | +5.7% | -2.4% |
| 6M | -8.3% | +10.0% | -18.3% | -10.2% |
| YTD | +3.1% | +43.0% | -39.9% | -3.8% |
| 1Y | +1.9% | +32.7% | -30.7% | -3.8% |
| 3Y | +41.9% | +102.7% | -60.8% | +22.7% |
| 5Y | +30.8% | +187.6% | -156.8% | +5.6% |
| 10Y | +141.9% | +420.1% | -278.2% | +74.0% |
| All | +1,925.4% | +9,964.6% | -8,039.2% | +1,114.6% |
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