+271.8%
WPM vs IRM
+102.2%
+169.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +3.9% | +3.0% | +0.9% | +2.9% |
| 30D | +17.7% | -5.2% | +22.9% | +19.4% |
| 3M | +39.4% | -8.0% | +47.5% | +42.6% |
| 6M | +6.4% | +9.2% | -2.7% | +3.6% |
| YTD | +34.0% | +41.0% | -7.0% | +21.2% |
| 1Y | +50.5% | +23.3% | +27.3% | +40.7% |
| All | +271.8% | +102.2% | +169.5% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling