+113.2%
WDC vs IJH
+17.8%
+95.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -8.3% |
| 7D | -18.3% | +1.7% | -20.0% | -21.7% |
| 30D | -26.7% | +1.2% | -27.9% | -28.8% |
| 3M | -40.9% | -3.4% | -37.5% | -35.4% |
| 6M | -26.8% | +3.7% | -30.4% | -31.3% |
| YTD | +88.2% | +13.9% | +74.3% | +41.7% |
| 1Y | +113.2% | +17.4% | +95.8% | +54.9% |
| All | +113.2% | +17.8% | +95.4% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling