+293.4%
WBD vs IJR
+572.8%
-279.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | +0.2% |
| 7D | -1.7% | -1.1% | -0.6% | -0.7% |
| 30D | +3.9% | -3.6% | +7.5% | +7.2% |
| 3M | +5.1% | +2.3% | +2.8% | +2.7% |
| 6M | +0.6% | +14.3% | -13.8% | -11.3% |
| YTD | -3.2% | +19.3% | -22.4% | -18.1% |
| 1Y | +127.7% | +22.6% | +105.0% | +87.8% |
| 3Y | +146.6% | +53.5% | +93.0% | +72.5% |
| 5Y | +4.2% | +39.9% | -35.8% | -18.9% |
| 10Y | +13.7% | +172.1% | -158.4% | -49.2% |
| All | +293.4% | +572.8% | -279.4% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling