+168.1%
IJR vs WCC
+541.6%
-373.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.8% |
| 7D | -2.2% | +1.5% | -3.7% | -2.8% |
| 30D | -4.6% | -2.1% | -2.5% | -4.2% |
| 3M | +0.2% | +3.8% | -3.6% | -2.2% |
| 6M | +14.7% | +35.0% | -20.3% | +0.8% |
| YTD | +18.9% | +46.4% | -27.5% | +0.9% |
| 1Y | +19.9% | +63.0% | -43.0% | -2.8% |
| 3Y | +53.0% | +133.9% | -80.9% | +2.5% |
| 5Y | +40.9% | +226.5% | -185.7% | -21.8% |
| All | +168.1% | +541.6% | -373.6% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling