+303.5%
WM vs IJH
+181.8%
+121.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.4% |
| 7D | -3.1% | -2.5% | -0.6% | -2.1% |
| 30D | -5.3% | -5.0% | -0.3% | -3.2% |
| 3M | -4.2% | +0.5% | -4.8% | -4.7% |
| 6M | -8.1% | +8.2% | -16.3% | -11.8% |
| YTD | -1.4% | +12.4% | -13.9% | -7.2% |
| 1Y | +0.2% | +14.4% | -14.1% | -6.5% |
| 3Y | +43.1% | +49.5% | -6.4% | +14.8% |
| 5Y | +49.8% | +47.8% | +2.0% | +18.4% |
| All | +303.5% | +181.8% | +121.6% | +108.9% |
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