+1,473.0%
WMB vs IRM
+9,145.3%
-7,672.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.7% |
| 7D | -13.8% | -8.6% | -5.2% | -10.8% |
| 30D | -10.3% | -8.0% | -2.4% | -7.5% |
| 3M | -10.1% | -12.0% | +1.9% | -5.8% |
| 6M | -11.8% | -18.2% | +6.3% | -5.4% |
| YTD | +8.9% | +31.4% | -22.4% | -4.4% |
| 1Y | +14.0% | +9.2% | +4.8% | +7.4% |
| 3Y | +100.5% | +94.6% | +5.9% | +44.6% |
| 5Y | +179.5% | +170.2% | +9.3% | +71.6% |
| 10Y | +272.7% | +464.3% | -191.6% | +60.1% |
| All | +1,473.0% | +9,145.3% | -7,672.4% | +242.4% |
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