+45.7%
WM vs IRM
+104.5%
-58.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -3.9% | 0.0% |
| 7D | -0.5% | -3.8% | +3.3% | -0.3% |
| 30D | +13.3% | -3.2% | +16.5% | +13.4% |
| 3M | +4.4% | -7.8% | +12.2% | +4.7% |
| 6M | +10.8% | -12.7% | +23.5% | +11.5% |
| YTD | +9.1% | +36.7% | -27.6% | +4.0% |
| 1Y | +19.1% | +10.0% | +9.1% | +16.8% |
| 3Y | +45.7% | +107.2% | -61.6% | +30.2% |
| All | +45.7% | +104.5% | -58.8% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling