+65.6%
IYR vs WAT
+166.5%
-100.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.8% | -2.9% | +0.1% | -2.0% |
| 30D | -2.5% | -3.2% | +0.7% | -1.7% |
| 3M | -3.0% | +10.6% | -13.5% | -6.0% |
| 6M | +1.6% | +34.0% | -32.4% | -7.8% |
| YTD | +7.3% | +5.7% | +1.6% | +3.9% |
| 1Y | +5.6% | +37.1% | -31.5% | -6.2% |
| 3Y | +28.1% | +52.4% | -24.3% | +5.0% |
| 5Y | +6.1% | -4.4% | +10.5% | +0.4% |
| All | +65.6% | +166.5% | -100.9% | +12.4% |
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