-20.2%
INVH vs WSM
+175.3%
-195.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -7.5% | -7.7% | +0.2% | -6.5% |
| 3M | -5.5% | +3.8% | -9.3% | -6.1% |
| 6M | +11.7% | +22.7% | -11.0% | +8.2% |
| YTD | +1.3% | +28.0% | -26.7% | -2.6% |
| 1Y | -6.1% | +12.7% | -18.8% | -8.2% |
| 3Y | -9.8% | +231.3% | -241.0% | -30.3% |
| All | -20.2% | +175.3% | -195.5% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling