+2,040.6%
WM vs IRM
+9,056.8%
-7,016.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -11.1% | +12.3% | +3.4% |
| 7D | +4.5% | -10.9% | +15.4% | +6.8% |
| 30D | +16.1% | -9.4% | +25.5% | +18.1% |
| 3M | +8.0% | -16.4% | +24.4% | +11.5% |
| 6M | +8.4% | -18.7% | +27.1% | +12.1% |
| YTD | +11.2% | +30.1% | -18.9% | +3.4% |
| 1Y | +22.3% | +8.5% | +13.8% | +18.0% |
| 3Y | +50.2% | +88.0% | -37.8% | +26.2% |
| 5Y | +63.3% | +167.6% | -104.3% | +25.2% |
| 10Y | +355.0% | +458.9% | -103.9% | +189.4% |
| All | +2,040.6% | +9,056.8% | -7,016.2% | +867.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling