+4,680.9%
WMT vs IRM
+9,964.6%
-5,283.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | -4.4% | -8.1% | +3.7% | -3.2% |
| 3M | -8.8% | -9.7% | +0.9% | -7.6% |
| 6M | -15.6% | +10.0% | -25.6% | -17.3% |
| YTD | -3.2% | +43.0% | -46.2% | -9.1% |
| 1Y | +7.0% | +32.7% | -25.6% | +1.4% |
| 3Y | +105.3% | +102.7% | +2.6% | +80.0% |
| 5Y | +129.3% | +187.6% | -58.3% | +88.5% |
| 10Y | +423.9% | +420.1% | +3.8% | +283.1% |
| All | +4,680.9% | +9,964.6% | -5,283.7% | +2,571.0% |
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