+5,928.6%
WPM vs IRM
+1,475.9%
+4,452.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | +1.1% | -0.5% | +1.5% | +1.2% |
| 30D | +26.4% | -8.1% | +34.4% | +29.4% |
| 3M | +20.8% | -9.7% | +30.5% | +24.5% |
| 6M | +1.1% | +10.0% | -8.9% | -2.2% |
| YTD | +32.5% | +43.0% | -10.5% | +17.8% |
| 1Y | +51.5% | +32.7% | +18.9% | +37.3% |
| 3Y | +267.0% | +102.7% | +164.3% | +184.7% |
| 5Y | +250.1% | +187.6% | +62.6% | +139.3% |
| 10Y | +540.4% | +420.1% | +120.3% | +236.0% |
| All | +5,928.6% | +1,475.9% | +4,452.7% | +1,770.9% |
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 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