+330.3%
WM vs IJH
+171.8%
+158.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +3.2% | +2.3% | +0.9% | +2.2% |
| 30D | +13.0% | +2.1% | +11.0% | +11.9% |
| 3M | +9.2% | -5.7% | +14.9% | +11.8% |
| 6M | +13.6% | +1.4% | +12.2% | +12.4% |
| YTD | +12.4% | +12.6% | -0.2% | +5.6% |
| 1Y | +21.2% | +16.1% | +5.1% | +12.2% |
| 3Y | +48.7% | +57.8% | -9.1% | +16.1% |
| 5Y | +61.9% | +36.8% | +25.1% | +33.9% |
| All | +330.3% | +171.8% | +158.5% | +141.9% |
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