+1,135.5%
IJR vs WWD
+10,687.5%
-9,552.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -1.1% | +0.6% | -1.8% | -1.4% |
| 30D | -3.6% | -5.1% | +1.5% | -1.8% |
| 3M | +2.3% | -11.2% | +13.6% | +6.2% |
| 6M | +14.3% | -12.0% | +26.4% | +18.3% |
| YTD | +19.3% | +12.0% | +7.3% | +12.0% |
| 1Y | +22.6% | +42.8% | -20.2% | +4.2% |
| 3Y | +53.5% | +168.9% | -115.4% | +0.2% |
| 5Y | +39.9% | +192.2% | -152.3% | -13.3% |
| 10Y | +172.1% | +495.3% | -323.2% | +22.2% |
| All | +1,135.5% | +10,687.5% | -9,552.1% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling