-12.2%
INVH vs WETO
-99.4%
+87.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.4% | -0.1% |
| 7D | -3.0% | -4.3% | +1.3% | -3.0% |
| 30D | -7.5% | -39.9% | +32.4% | -7.5% |
| 3M | -5.5% | -97.9% | +92.4% | -4.8% |
| 6M | +11.7% | -95.0% | +106.7% | +11.5% |
| YTD | +1.3% | -97.2% | +98.5% | +1.4% |
| 1Y | -6.1% | -98.9% | +92.8% | -5.5% |
| All | -12.2% | -99.4% | +87.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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