+443.3%
WELL vs IRM
+524.5%
-81.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.8% |
| 7D | +0.1% | +8.6% | -8.5% | -3.6% |
| 30D | +6.8% | 0.0% | +6.8% | +6.1% |
| 3M | +6.7% | -7.1% | +13.9% | +9.3% |
| 6M | +13.8% | -7.9% | +21.7% | +16.2% |
| YTD | +33.8% | +41.3% | -7.5% | +9.8% |
| 1Y | +29.6% | +20.7% | +8.9% | +14.3% |
| 3Y | +203.1% | +112.2% | +90.9% | +85.5% |
| 5Y | +223.8% | +191.2% | +32.6% | +60.0% |
| All | +443.3% | +524.5% | -81.2% | +65.1% |
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