+326.4%
WM vs IRM
+481.3%
-154.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.2% | -5.1% | +6.2% | +2.1% |
| 30D | +13.7% | -3.3% | +16.9% | +14.1% |
| 3M | +5.2% | -8.2% | +13.4% | +6.7% |
| 6M | +11.2% | -12.8% | +23.9% | +13.6% |
| YTD | +9.4% | +36.6% | -27.2% | -1.2% |
| 1Y | +20.4% | +11.9% | +8.5% | +14.3% |
| 3Y | +44.7% | +105.1% | -60.4% | +11.7% |
| 5Y | +58.5% | +182.4% | -123.9% | +8.1% |
| 10Y | +326.4% | +505.1% | -178.8% | +119.6% |
| All | +326.4% | +481.3% | -154.9% | +119.6% |
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