+65.6%
IYR vs WCC
+518.6%
-452.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | -2.8% | +1.7% | -4.5% | -3.2% |
| 30D | -2.5% | -6.1% | +3.5% | -1.5% |
| 3M | -3.0% | +3.1% | -6.0% | -4.4% |
| 6M | +1.6% | +28.2% | -26.6% | -5.1% |
| YTD | +7.3% | +41.1% | -33.8% | -2.3% |
| 1Y | +5.6% | +61.3% | -55.7% | -7.2% |
| 3Y | +28.1% | +123.6% | -95.5% | -0.4% |
| 5Y | +6.1% | +214.8% | -208.7% | -27.1% |
| All | +65.6% | +518.6% | -452.9% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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