+48.1%
IJH vs WSM
+175.3%
-127.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -1.9% | -0.5% | -1.3% | -1.7% |
| 30D | -4.6% | -7.7% | +3.1% | -2.6% |
| 3M | -1.2% | +3.8% | -4.9% | -2.4% |
| 6M | +9.4% | +22.7% | -13.3% | +2.9% |
| YTD | +13.3% | +28.0% | -14.7% | +5.1% |
| 1Y | +13.4% | +12.7% | +0.7% | +8.6% |
| 3Y | +50.4% | +231.3% | -180.8% | +0.4% |
| All | +48.1% | +175.3% | -127.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling