+76.2%
INVH vs WTW
+186.2%
-110.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -3.0% | -5.7% | +2.7% | -0.7% |
| 30D | -7.5% | -7.3% | -0.3% | -4.8% |
| 3M | -5.5% | +21.5% | -27.0% | -13.1% |
| 6M | +11.7% | +9.6% | +2.1% | +6.3% |
| YTD | +1.3% | -3.3% | +4.6% | +0.9% |
| 1Y | -6.1% | -6.1% | +0.1% | -5.4% |
| 3Y | -9.8% | +61.8% | -71.6% | -31.2% |
| 5Y | -19.7% | +42.7% | -62.4% | -35.8% |
| All | +76.2% | +186.2% | -110.0% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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