+1,045.0%
IJH vs WSM
+4,068.4%
-3,023.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.5% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -5.0% | -10.7% | +5.7% | -2.2% |
| 3M | +0.5% | +8.5% | -7.9% | -1.8% |
| 6M | +8.2% | +19.6% | -11.4% | +2.7% |
| YTD | +12.5% | +26.6% | -14.1% | +4.9% |
| 1Y | +14.4% | +12.0% | +2.4% | +9.9% |
| 3Y | +49.5% | +226.6% | -177.1% | +3.2% |
| 5Y | +47.8% | +174.1% | -126.3% | +3.1% |
| 10Y | +180.4% | +1,052.9% | -872.5% | +22.3% |
| All | +1,045.0% | +4,068.4% | -3,023.4% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling