+168.1%
IJR vs WAT
+170.9%
-2.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.1% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -4.6% | -1.9% | -2.7% | -4.0% |
| 3M | +0.2% | +13.5% | -13.3% | -4.8% |
| 6M | +14.7% | +37.2% | -22.5% | +0.1% |
| YTD | +18.9% | +7.5% | +11.4% | +13.4% |
| 1Y | +19.9% | +35.0% | -15.1% | +3.9% |
| 3Y | +53.0% | +55.1% | -2.1% | +19.1% |
| 5Y | +40.9% | -2.8% | +43.7% | +31.9% |
| All | +168.1% | +170.9% | -2.9% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling