+59.7%
WM vs IRM
+168.2%
-108.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.2% |
| 7D | +1.2% | -8.6% | +9.8% | +2.3% |
| 30D | +13.1% | -8.0% | +21.0% | +14.1% |
| 3M | +3.6% | -12.0% | +15.6% | +5.1% |
| 6M | +8.1% | -18.2% | +26.2% | +10.5% |
| YTD | +8.9% | +31.4% | -22.5% | +1.6% |
| 1Y | +20.3% | +9.2% | +11.2% | +16.3% |
| 3Y | +46.2% | +94.6% | -48.4% | +19.7% |
| All | +59.7% | +168.2% | -108.5% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling