+168.1%
IJR vs WCN
+235.9%
-67.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.2% | -3.1% | +0.9% | -0.7% |
| 30D | -4.6% | -3.4% | -1.2% | -3.0% |
| 3M | +0.2% | +3.0% | -2.7% | -1.7% |
| 6M | +14.7% | -3.8% | +18.5% | +15.7% |
| YTD | +18.9% | -8.3% | +27.2% | +22.5% |
| 1Y | +19.9% | -9.7% | +29.7% | +24.3% |
| 3Y | +53.0% | +17.2% | +35.9% | +33.6% |
| 5Y | +40.9% | +25.3% | +15.6% | +15.8% |
| All | +168.1% | +235.9% | -67.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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