+2,074.5%
WM vs IJH
+1,047.0%
+1,027.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +3.2% | +2.3% | +0.9% | +1.9% |
| 30D | +13.0% | +2.1% | +11.0% | +11.6% |
| 3M | +9.2% | -5.7% | +14.9% | +12.5% |
| 6M | +13.6% | +1.4% | +12.2% | +12.0% |
| YTD | +12.4% | +12.6% | -0.2% | +4.0% |
| 1Y | +21.2% | +16.1% | +5.1% | +10.1% |
| 3Y | +48.7% | +57.8% | -9.1% | +10.6% |
| 5Y | +61.9% | +36.8% | +25.1% | +27.8% |
| 10Y | +331.0% | +173.7% | +157.3% | +114.0% |
| All | +2,074.5% | +1,047.0% | +1,027.5% | +350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling