+17,168.9%
WDC vs IJH
+1,055.9%
+16,113.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.5% |
| 7D | +7.5% | -0.7% | +8.2% | +8.4% |
| 30D | +10.1% | -3.8% | +13.9% | +16.1% |
| 3M | -6.8% | 0.0% | -6.8% | -6.0% |
| 6M | +84.1% | +8.8% | +75.4% | +68.4% |
| YTD | +180.3% | +13.5% | +166.7% | +144.5% |
| 1Y | +411.1% | +15.4% | +395.7% | +337.2% |
| 3Y | +1,375.0% | +50.9% | +1,324.1% | +791.1% |
| 5Y | +991.6% | +47.8% | +943.8% | +585.9% |
| 10Y | +1,309.1% | +183.1% | +1,126.0% | +295.1% |
| All | +17,168.9% | +1,055.9% | +16,113.0% | +674.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling