+76.2%
INVH vs WSM
+1,060.1%
-983.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -7.5% | -7.7% | +0.2% | -6.2% |
| 3M | -5.5% | +3.8% | -9.3% | -6.3% |
| 6M | +11.7% | +22.7% | -11.0% | +7.1% |
| YTD | +1.3% | +28.0% | -26.7% | -3.8% |
| 1Y | -6.1% | +12.7% | -18.8% | -9.0% |
| 3Y | -9.8% | +231.3% | -241.0% | -33.4% |
| 5Y | -19.7% | +177.2% | -196.9% | -40.7% |
| All | +76.2% | +1,060.1% | -983.9% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling