+39.1%
IJR vs WCC
+212.3%
-173.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | +0.2% |
| 7D | -2.3% | +1.7% | -4.0% | -2.9% |
| 30D | -4.7% | -6.1% | +1.4% | -3.0% |
| 3M | +2.1% | +3.1% | -0.9% | +0.2% |
| 6M | +13.9% | +28.2% | -14.4% | +2.8% |
| YTD | +18.2% | +41.1% | -22.9% | +2.9% |
| 1Y | +21.8% | +61.3% | -39.5% | +0.6% |
| 3Y | +52.2% | +123.6% | -71.5% | +6.4% |
| All | +39.1% | +212.3% | -173.3% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling