+48.7%
WM vs IRM
+112.1%
-63.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +3.2% | +6.8% | -3.6% | +2.9% |
| 30D | +13.0% | +2.6% | +10.4% | +12.7% |
| 3M | +9.2% | -9.5% | +18.7% | +9.7% |
| 6M | +13.6% | -8.5% | +22.1% | +14.0% |
| YTD | +12.4% | +40.3% | -27.9% | +7.0% |
| 1Y | +21.2% | +28.7% | -7.5% | +16.7% |
| 3Y | +48.7% | +111.8% | -63.1% | +32.9% |
| All | +48.7% | +112.1% | -63.4% | +32.9% |
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