+295.2%
WBD vs IJH
+619.9%
-324.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.3% |
| 7D | -0.7% | -1.9% | +1.1% | +1.0% |
| 30D | +1.4% | -4.6% | +6.0% | +6.0% |
| 3M | +4.4% | -1.2% | +5.6% | +5.2% |
| 6M | +0.8% | +9.4% | -8.6% | -8.3% |
| YTD | -2.7% | +13.3% | -16.0% | -14.8% |
| 1Y | +73.4% | +13.4% | +60.0% | +51.2% |
| 3Y | +142.1% | +50.4% | +91.7% | +67.4% |
| 5Y | +7.2% | +49.0% | -41.7% | -23.0% |
| 10Y | +14.2% | +182.6% | -168.4% | -55.0% |
| All | +295.2% | +619.9% | -324.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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