+3.6%
WBD vs IJR
+39.9%
-36.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.2% |
| 7D | -0.7% | -2.2% | +1.4% | +1.9% |
| 30D | +1.4% | -4.6% | +6.0% | +7.3% |
| 3M | +4.4% | +0.2% | +4.2% | +3.5% |
| 6M | +0.8% | +14.7% | -13.9% | -16.3% |
| YTD | -2.7% | +18.9% | -21.6% | -23.5% |
| 1Y | +73.4% | +19.9% | +53.5% | +33.5% |
| 3Y | +142.1% | +53.0% | +89.1% | +36.1% |
| All | +3.6% | +39.9% | -36.3% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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