+24.2%
IJR vs WCC
+24.5%
-0.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.9% | +11.3% | +3.3% |
| 7D | +2.3% | -8.8% | +11.1% | +3.8% |
| 30D | +2.8% | -16.0% | +18.8% | +6.2% |
| 3M | -4.6% | -15.2% | +10.6% | -1.9% |
| 6M | +5.7% | -8.4% | +14.0% | +6.1% |
| YTD | +19.9% | +30.1% | -10.2% | +5.9% |
| 1Y | +24.2% | +26.4% | -2.3% | +9.2% |
| All | +24.2% | +24.5% | -0.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling