+597.2%
WMB vs IJH
+1,068.3%
-471.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +3.0% |
| 7D | +0.8% | +1.0% | -0.2% | -0.4% |
| 30D | +7.7% | -3.1% | +10.8% | +11.6% |
| 3M | +6.7% | +1.9% | +4.8% | +3.7% |
| 6M | +3.6% | +11.0% | -7.4% | -9.6% |
| YTD | +28.0% | +14.7% | +13.3% | +6.7% |
| 1Y | +37.6% | +15.6% | +22.0% | +13.0% |
| 3Y | +149.0% | +52.5% | +96.5% | +39.9% |
| 5Y | +285.3% | +49.1% | +236.2% | +110.2% |
| 10Y | +302.1% | +177.7% | +124.4% | -7.7% |
| All | +597.2% | +1,068.3% | -471.0% | -76.3% |
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