+5,615.7%
WMT vs IRM
+9,772.9%
-4,157.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +2.0% | +6.8% | -4.7% | +1.0% |
| 30D | +10.3% | +2.6% | +7.7% | +9.6% |
| 3M | +11.0% | -9.5% | +20.4% | +12.3% |
| 6M | -2.3% | -8.5% | +6.1% | -1.5% |
| YTD | +15.7% | +40.3% | -24.6% | +8.7% |
| 1Y | +26.0% | +28.7% | -2.7% | +19.8% |
| 3Y | +136.5% | +111.8% | +24.7% | +105.5% |
| 5Y | +176.8% | +189.1% | -12.3% | +127.0% |
| 10Y | +537.5% | +519.8% | +17.7% | +354.0% |
| All | +5,615.7% | +9,772.9% | -4,157.1% | +3,094.7% |
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