+1,135.5%
IJR vs WCN
+5,013.5%
-3,878.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -1.1% | -1.7% | +0.6% | -0.4% |
| 30D | -3.6% | -3.0% | -0.6% | -2.5% |
| 3M | +2.3% | +2.5% | -0.2% | +0.9% |
| 6M | +14.3% | -5.7% | +20.0% | +16.1% |
| YTD | +19.3% | -7.4% | +26.7% | +21.7% |
| 1Y | +22.6% | -8.6% | +31.2% | +25.5% |
| 3Y | +53.5% | +19.4% | +34.2% | +39.4% |
| 5Y | +39.9% | +27.2% | +12.7% | +22.8% |
| 10Y | +172.1% | +238.5% | -66.5% | +62.9% |
| All | +1,135.5% | +5,013.5% | -3,878.0% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling