+1,055.9%
IJH vs WEC
+2,211.7%
-1,155.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.7% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -3.8% | +0.9% | -4.7% | -4.3% |
| 3M | 0.0% | -5.3% | +5.3% | +2.2% |
| 6M | +8.8% | -6.6% | +15.3% | +11.6% |
| YTD | +13.5% | +3.3% | +10.3% | +11.2% |
| 1Y | +15.4% | +2.1% | +13.3% | +13.4% |
| 3Y | +50.9% | +39.6% | +11.3% | +26.5% |
| 5Y | +47.8% | +31.2% | +16.6% | +25.5% |
| 10Y | +183.1% | +148.4% | +34.6% | +62.6% |
| All | +1,055.9% | +2,211.7% | -1,155.8% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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