+45.1%
WM vs IJH
+52.3%
-7.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | -4.3% | -3.1% | -1.2% | -4.0% |
| 3M | +0.8% | +1.9% | -1.2% | +0.4% |
| 6M | -10.8% | +11.0% | -21.8% | -12.5% |
| YTD | -0.1% | +14.7% | -14.8% | -2.7% |
| 1Y | +1.0% | +15.6% | -14.6% | -1.8% |
| 3Y | +45.1% | +52.5% | -7.4% | +34.8% |
| All | +45.1% | +52.3% | -7.2% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling