+295.4%
WMB vs IJR
+170.6%
+124.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.5% |
| 7D | -1.7% | -2.3% | +0.7% | 0.0% |
| 30D | +0.7% | -4.7% | +5.4% | +4.1% |
| 3M | +1.5% | +2.1% | -0.6% | -0.3% |
| 6M | +0.1% | +13.9% | -13.8% | -9.5% |
| YTD | +22.9% | +18.2% | +4.7% | +7.8% |
| 1Y | +27.9% | +21.8% | +6.0% | +9.2% |
| 3Y | +139.1% | +52.2% | +87.0% | +66.1% |
| 5Y | +270.9% | +40.1% | +230.8% | +168.9% |
| All | +295.4% | +170.6% | +124.7% | +61.8% |
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