+597.2%
WMB vs IJR
+1,143.6%
-546.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +3.0% |
| 7D | +0.8% | +0.9% | -0.1% | -0.2% |
| 30D | +7.7% | -3.1% | +10.9% | +11.1% |
| 3M | +6.7% | +4.4% | +2.3% | +1.7% |
| 6M | +3.6% | +16.1% | -12.5% | -11.8% |
| YTD | +28.0% | +20.6% | +7.4% | +4.2% |
| 1Y | +37.6% | +22.9% | +14.8% | +9.2% |
| 3Y | +149.0% | +55.2% | +93.8% | +46.3% |
| 5Y | +285.3% | +41.1% | +244.2% | +139.7% |
| 10Y | +302.1% | +167.0% | +135.1% | +14.5% |
| All | +597.2% | +1,143.6% | -546.4% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling