+512.7%
WPM vs IRM
+430.1%
+82.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.2% |
| 7D | -3.6% | -1.8% | -1.8% | -3.2% |
| 30D | +12.5% | -7.8% | +20.2% | +14.5% |
| 3M | +40.6% | -7.9% | +48.5% | +43.1% |
| 6M | +0.5% | +6.3% | -5.8% | -1.0% |
| YTD | +29.0% | +38.2% | -9.1% | +19.5% |
| 1Y | +43.8% | +19.8% | +24.0% | +37.2% |
| 3Y | +266.3% | +98.8% | +167.5% | +207.4% |
| 5Y | +255.1% | +191.8% | +63.3% | +174.8% |
| All | +512.7% | +430.1% | +82.6% | +310.1% |
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