+706.4%
IYR vs WAB
+5,933.8%
-5,227.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -0.1% | +7.9% | -8.0% | -3.0% |
| 30D | +5.7% | +4.9% | +0.8% | +3.6% |
| 3M | -0.6% | +1.8% | -2.4% | -1.6% |
| 6M | +0.5% | +12.0% | -11.4% | -4.7% |
| YTD | +10.4% | +41.3% | -30.8% | -4.5% |
| 1Y | +9.2% | +43.8% | -34.7% | -6.3% |
| 3Y | +40.5% | +171.1% | -130.5% | -7.2% |
| 5Y | +5.9% | +217.7% | -211.8% | -35.0% |
| 10Y | +86.5% | +272.3% | -185.8% | -2.8% |
| All | +706.4% | +5,933.8% | -5,227.4% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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