+73.2%
WDC vs IJH
+7.8%
+65.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -2.0% |
| 7D | +4.4% | -2.5% | +6.9% | +11.4% |
| 30D | +5.3% | -5.0% | +10.3% | +20.8% |
| 3M | -5.9% | +0.5% | -6.5% | -5.6% |
| 6M | +73.2% | +8.2% | +65.0% | +46.5% |
| All | +73.2% | +7.8% | +65.4% | +46.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling