+14.2%
WM vs IRE
-98.0%
+112.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -33.9% | +35.1% | 0.0% |
| 7D | +4.5% | -57.1% | +61.6% | +2.2% |
| 30D | +16.1% | -84.4% | +100.5% | +10.9% |
| 3M | +8.0% | -85.0% | +93.0% | +3.7% |
| 6M | +8.4% | -95.2% | +103.7% | +3.6% |
| YTD | +11.2% | -93.9% | +105.2% | +8.3% |
| 1Y | +22.3% | -98.8% | +121.2% | +16.7% |
| All | +14.2% | -98.0% | +112.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling