+5,013.3%
WPM vs IRM
+1,445.9%
+3,567.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | -3.6% | +6.8% | -10.4% | -5.6% |
| 30D | +1.4% | +2.6% | -1.2% | +0.4% |
| 3M | -0.2% | -9.5% | +9.3% | +2.7% |
| 6M | -7.3% | -8.5% | +1.2% | -5.0% |
| YTD | +12.3% | +40.3% | -27.9% | +0.4% |
| 1Y | +24.9% | +28.7% | -3.8% | +14.5% |
| 3Y | +210.4% | +111.8% | +98.5% | +137.2% |
| 5Y | +210.4% | +189.1% | +21.2% | +111.7% |
| 10Y | +731.7% | +519.8% | +211.9% | +305.7% |
| All | +5,013.3% | +1,445.9% | +3,567.4% | +1,494.1% |
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 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