+1,055.9%
IJH vs WCC
+3,737.2%
-2,681.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.7% | +6.8% | -7.5% | -2.6% |
| 30D | -3.8% | -3.0% | -0.8% | -3.2% |
| 3M | 0.0% | +0.2% | -0.2% | -0.8% |
| 6M | +8.8% | +33.2% | -24.4% | -1.4% |
| YTD | +13.5% | +45.8% | -32.3% | -0.1% |
| 1Y | +15.4% | +68.4% | -53.0% | -3.1% |
| 3Y | +50.9% | +131.1% | -80.2% | +10.7% |
| 5Y | +47.8% | +225.6% | -177.8% | -5.5% |
| 10Y | +183.1% | +534.2% | -351.1% | +36.2% |
| All | +1,055.9% | +3,737.2% | -2,681.3% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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