+17,168.9%
WDC vs IJR
+1,130.2%
+16,038.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.3% |
| 7D | +7.5% | -1.1% | +8.6% | +8.9% |
| 30D | +10.1% | -3.6% | +13.7% | +15.1% |
| 3M | -6.8% | +2.3% | -9.1% | -9.1% |
| 6M | +84.1% | +14.3% | +69.8% | +58.7% |
| YTD | +180.3% | +19.3% | +161.0% | +130.9% |
| 1Y | +411.1% | +22.6% | +388.5% | +307.4% |
| 3Y | +1,375.0% | +53.5% | +1,321.5% | +783.9% |
| 5Y | +991.6% | +39.9% | +951.6% | +640.0% |
| 10Y | +1,309.1% | +172.1% | +1,137.0% | +341.1% |
| All | +17,168.9% | +1,130.2% | +16,038.7% | +566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling