+1,135.5%
IJR vs WCC
+3,737.2%
-2,601.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -1.1% | +6.8% | -7.9% | -3.1% |
| 30D | -3.6% | -3.0% | -0.6% | -2.9% |
| 3M | +2.3% | +0.2% | +2.1% | +1.3% |
| 6M | +14.3% | +33.2% | -18.8% | +3.0% |
| YTD | +19.3% | +45.8% | -26.5% | +4.1% |
| 1Y | +22.6% | +68.4% | -45.8% | +1.7% |
| 3Y | +53.5% | +131.1% | -77.6% | +10.8% |
| 5Y | +39.9% | +225.6% | -185.7% | -12.7% |
| 10Y | +172.1% | +534.2% | -362.1% | +26.4% |
| All | +1,135.5% | +3,737.2% | -2,601.7% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling