+36.5%
WELL vs IRM
+19.5%
+17.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.6% |
| 7D | +9.2% | +2.6% | +6.6% | +8.8% |
| 30D | +10.6% | +5.6% | +5.0% | +9.7% |
| 3M | +7.5% | -4.7% | +12.2% | +8.1% |
| 6M | +15.0% | -6.1% | +21.1% | +15.9% |
| YTD | +35.0% | +46.3% | -11.3% | +29.9% |
| 1Y | +36.5% | +18.7% | +17.8% | +35.0% |
| All | +36.5% | +19.5% | +17.1% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling