+916.1%
WDC vs IJR
+39.9%
+876.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.6% |
| 7D | -4.3% | -2.2% | -2.1% | -1.9% |
| 30D | -1.5% | -4.6% | +3.1% | +4.0% |
| 3M | -15.5% | +0.2% | -15.7% | -15.6% |
| 6M | +66.5% | +14.7% | +51.7% | +44.2% |
| YTD | +159.9% | +18.9% | +141.0% | +117.9% |
| 1Y | +366.0% | +19.9% | +346.0% | +287.2% |
| 3Y | +1,285.8% | +53.0% | +1,232.8% | +773.5% |
| All | +916.1% | +39.9% | +876.2% | +616.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling