+330.8%
WM vs IJH
+172.1%
+158.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | +1.2% | +3.0% | -1.9% | -0.2% |
| 30D | +15.2% | +0.8% | +14.4% | +14.7% |
| 3M | +8.3% | -5.1% | +13.4% | +10.6% |
| 6M | +13.1% | +1.3% | +11.9% | +11.9% |
| YTD | +12.5% | +12.8% | -0.3% | +5.7% |
| 1Y | +21.8% | +14.1% | +7.7% | +13.6% |
| 3Y | +48.8% | +57.8% | -9.0% | +16.2% |
| 5Y | +62.1% | +36.9% | +25.1% | +34.0% |
| All | +330.8% | +172.1% | +158.7% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling