+5,026.9%
WPM vs IRM
+1,457.2%
+3,569.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.4% |
| 7D | -0.5% | +8.6% | -9.1% | -3.1% |
| 30D | -3.1% | 0.0% | -3.1% | -3.3% |
| 3M | -2.2% | -7.1% | +5.0% | -0.2% |
| 6M | -7.4% | -7.9% | +0.5% | -5.3% |
| YTD | +12.6% | +41.3% | -28.7% | +0.4% |
| 1Y | +22.8% | +20.7% | +2.1% | +14.8% |
| 3Y | +213.6% | +112.2% | +101.5% | +139.6% |
| 5Y | +211.2% | +191.2% | +20.0% | +111.8% |
| 10Y | +733.9% | +524.3% | +209.6% | +305.8% |
| All | +5,026.9% | +1,457.2% | +3,569.8% | +1,494.7% |
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