+330.3%
WM vs IRM
+520.0%
-189.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +3.2% | +6.8% | -3.6% | +1.7% |
| 30D | +13.0% | +2.6% | +10.4% | +12.0% |
| 3M | +9.2% | -9.5% | +18.7% | +11.2% |
| 6M | +13.6% | -8.5% | +22.1% | +14.8% |
| YTD | +12.4% | +40.3% | -27.9% | +0.9% |
| 1Y | +21.2% | +28.7% | -7.5% | +11.1% |
| 3Y | +48.7% | +111.8% | -63.1% | +14.0% |
| 5Y | +61.9% | +189.1% | -127.2% | +9.9% |
| All | +330.3% | +520.0% | -189.7% | +121.3% |
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 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