+1,285.8%
WDC vs IJH
+49.7%
+1,236.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -4.1% |
| 7D | -4.3% | -1.9% | -2.4% | -1.7% |
| 30D | -1.5% | -4.6% | +3.1% | +5.7% |
| 3M | -15.5% | -1.2% | -14.3% | -13.3% |
| 6M | +66.5% | +9.4% | +57.0% | +50.6% |
| YTD | +159.9% | +13.3% | +146.5% | +127.3% |
| 1Y | +366.0% | +13.4% | +352.6% | +308.6% |
| 3Y | +1,285.8% | +50.4% | +1,235.4% | +884.9% |
| All | +1,285.8% | +49.7% | +1,236.1% | +884.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling