+113.9%
IYR vs W
+209.7%
-95.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | -0.1% | -1.7% | +1.6% | 0.0% |
| 30D | +5.7% | +3.2% | +2.5% | +5.3% |
| 3M | -0.6% | +8.3% | -8.9% | -1.6% |
| 6M | +0.5% | +84.3% | -83.8% | -6.1% |
| YTD | +10.4% | +11.0% | -0.6% | +7.3% |
| 1Y | +9.2% | -0.2% | +9.4% | +7.0% |
| 3Y | +40.5% | +157.9% | -117.4% | +20.5% |
| 5Y | +5.9% | -56.8% | +62.7% | -1.9% |
| 10Y | +86.5% | +212.2% | -125.7% | +32.4% |
| All | +113.9% | +209.7% | -95.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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