+40.1%
IJR vs WEC
+30.3%
+9.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.3% | -1.3% | -1.1% | -2.0% |
| 30D | -4.7% | -0.4% | -4.3% | -4.6% |
| 3M | +2.1% | -6.8% | +8.9% | +4.0% |
| 6M | +13.9% | -6.4% | +20.3% | +15.7% |
| YTD | +18.2% | +2.5% | +15.7% | +16.8% |
| 1Y | +21.8% | -0.4% | +22.2% | +21.3% |
| 3Y | +52.2% | +38.5% | +13.7% | +35.0% |
| 5Y | +40.1% | +31.7% | +8.4% | +24.0% |
| All | +40.1% | +30.3% | +9.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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