+1,054.0%
IJH vs WCN
+4,965.6%
-3,911.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.9% | -3.1% | +1.3% | -0.7% |
| 30D | -4.6% | -3.4% | -1.3% | -3.4% |
| 3M | -1.2% | +3.0% | -4.1% | -2.6% |
| 6M | +9.4% | -3.8% | +13.2% | +10.1% |
| YTD | +13.3% | -8.3% | +21.6% | +15.8% |
| 1Y | +13.4% | -9.7% | +23.1% | +16.3% |
| 3Y | +50.4% | +17.2% | +33.3% | +38.5% |
| 5Y | +49.0% | +25.3% | +23.7% | +33.0% |
| 10Y | +182.6% | +235.4% | -52.8% | +78.5% |
| All | +1,054.0% | +4,965.6% | -3,911.6% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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