+83.6%
IYR vs WAT
+222.4%
-138.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +6.6% | +5.4% | +1.1% | +4.8% |
| 3M | -1.8% | +11.3% | -13.1% | -5.1% |
| 6M | +1.4% | +37.4% | -36.0% | -8.3% |
| YTD | +10.5% | +21.2% | -10.6% | +2.5% |
| 1Y | +10.6% | +21.3% | -10.7% | +2.5% |
| 3Y | +41.8% | +83.4% | -41.6% | +9.0% |
| 5Y | +6.0% | +29.0% | -22.9% | -9.2% |
| All | +83.6% | +222.4% | -138.9% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling