+713.5%
WPM vs IRM
+524.5%
+188.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.2% |
| 7D | -0.5% | +8.6% | -9.1% | -2.4% |
| 30D | -3.1% | 0.0% | -3.1% | -3.2% |
| 3M | -2.2% | -7.1% | +5.0% | -0.7% |
| 6M | -7.4% | -7.9% | +0.5% | -5.8% |
| YTD | +12.6% | +41.3% | -28.7% | +4.2% |
| 1Y | +22.8% | +20.7% | +2.1% | +17.3% |
| 3Y | +213.6% | +112.2% | +101.5% | +163.3% |
| 5Y | +211.2% | +191.2% | +20.0% | +146.4% |
| All | +713.5% | +524.5% | +188.9% | +423.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling