+349.9%
WELL vs IRM
+430.1%
-80.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.9% |
| 7D | -2.2% | -1.8% | -0.4% | -1.5% |
| 30D | +4.7% | -7.8% | +12.4% | +8.5% |
| 3M | +11.9% | -7.9% | +19.8% | +15.4% |
| 6M | +14.3% | +6.3% | +8.0% | +9.1% |
| YTD | +28.4% | +38.2% | -9.8% | +7.3% |
| 1Y | +42.3% | +19.8% | +22.5% | +26.3% |
| 3Y | +202.6% | +98.8% | +103.8% | +93.1% |
| 5Y | +206.5% | +191.8% | +14.8% | +51.8% |
| All | +349.9% | +430.1% | -80.1% | +49.1% |
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