+66.9%
IYR vs WCN
+235.9%
-168.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.4% | -3.1% | +1.8% | +0.4% |
| 30D | -2.7% | -3.4% | +0.7% | -0.8% |
| 3M | -2.1% | +3.0% | -5.1% | -4.0% |
| 6M | +3.6% | -3.8% | +7.3% | +5.0% |
| YTD | +8.1% | -8.3% | +16.5% | +12.1% |
| 1Y | +4.7% | -9.7% | +14.5% | +9.3% |
| 3Y | +29.1% | +17.2% | +12.0% | +12.8% |
| 5Y | +6.9% | +25.3% | -18.4% | -11.8% |
| All | +66.9% | +235.9% | -168.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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