+126.7%
WFC vs IRM
+192.5%
-65.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | +1.1% | +1.6% | -0.6% | +0.6% |
| 30D | +0.8% | -4.2% | +5.0% | +1.9% |
| 3M | +9.3% | -5.4% | +14.6% | +10.6% |
| 6M | +10.6% | +12.0% | -1.4% | +6.2% |
| YTD | -4.1% | +42.0% | -46.1% | -14.7% |
| 1Y | +13.6% | +29.9% | -16.3% | +3.5% |
| 3Y | +130.7% | +104.4% | +26.4% | +70.3% |
| 5Y | +126.7% | +191.0% | -64.3% | +58.3% |
| All | +126.7% | +192.5% | -65.8% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling