+266.3%
WPM vs IRM
+190.5%
+75.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +42.7% |
| 6M | +6.4% | +9.2% | -2.7% | +3.3% |
| YTD | +34.0% | +41.0% | -7.0% | +19.9% |
| 1Y | +50.5% | +23.3% | +27.3% | +39.8% |
| 3Y | +280.3% | +102.8% | +177.5% | +187.2% |
| 5Y | +266.3% | +192.8% | +73.5% | +138.5% |
| All | +266.3% | +190.5% | +75.9% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling