+168.1%
IJR vs WWD
+498.2%
-330.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | 0.0% |
| 7D | -2.2% | -2.6% | +0.4% | -1.1% |
| 30D | -4.6% | -6.9% | +2.3% | -1.8% |
| 3M | +0.2% | -13.0% | +13.3% | +5.4% |
| 6M | +14.7% | -12.5% | +27.2% | +19.3% |
| YTD | +18.9% | +11.8% | +7.0% | +10.3% |
| 1Y | +19.9% | +41.1% | -21.1% | -0.5% |
| 3Y | +53.0% | +163.1% | -110.0% | -7.3% |
| 5Y | +40.9% | +187.6% | -146.8% | -20.4% |
| All | +168.1% | +498.2% | -330.1% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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