+281.4%
WMB vs IJR
+151.4%
+130.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.8% | +2.2% | +5.7% | +6.2% |
| 30D | -5.1% | +3.8% | -8.9% | -7.7% |
| 3M | -4.7% | -5.7% | +1.0% | -0.8% |
| 6M | -7.4% | +4.6% | -12.0% | -10.9% |
| YTD | +17.5% | +18.0% | -0.5% | +3.0% |
| 1Y | +19.5% | +21.8% | -2.3% | +2.2% |
| 3Y | +121.3% | +61.1% | +60.2% | +46.7% |
| 5Y | +200.5% | +27.3% | +173.2% | +136.9% |
| All | +281.4% | +151.4% | +130.0% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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