+147.7%
WMB vs IJR
+52.6%
+95.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | 0.0% | -1.1% | +1.1% | +0.4% |
| 30D | +4.6% | -3.6% | +8.2% | +5.9% |
| 3M | +5.7% | +2.3% | +3.4% | +4.7% |
| 6M | +4.2% | +14.3% | -10.2% | -1.3% |
| YTD | +26.8% | +19.3% | +7.6% | +17.9% |
| 1Y | +34.7% | +22.6% | +12.1% | +23.6% |
| All | +147.7% | +52.6% | +95.1% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling