+26.6%
WMB vs IJR
+21.3%
+5.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -1.7% | -2.3% | +0.7% | -1.4% |
| 30D | +0.7% | -4.7% | +5.4% | +1.3% |
| 3M | +1.5% | +2.1% | -0.6% | +1.0% |
| 6M | +0.1% | +13.9% | -13.8% | -2.7% |
| YTD | +22.9% | +18.2% | +4.7% | +17.8% |
| All | +26.6% | +21.3% | +5.4% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling