+2,177.8%
WFC vs IRM
+9,515.1%
-7,337.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.9% | -5.1% | +5.9% | +2.4% |
| 30D | +3.3% | -3.3% | +6.5% | +4.1% |
| 3M | -1.4% | -8.2% | +6.7% | +0.8% |
| 6M | +14.7% | -12.8% | +27.5% | +18.9% |
| YTD | -5.9% | +36.6% | -42.5% | -16.9% |
| 1Y | +1.8% | +11.9% | -10.1% | -4.0% |
| 3Y | +124.9% | +105.1% | +19.8% | +68.0% |
| 5Y | +92.7% | +182.4% | -89.6% | +26.8% |
| 10Y | +118.2% | +505.1% | -386.9% | +8.2% |
| All | +2,177.8% | +9,515.1% | -7,337.3% | +609.1% |
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 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