+6.1%
IYR vs WCN
+25.5%
-19.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -2.8% | -4.4% | +1.6% | -0.9% |
| 30D | -2.5% | -4.4% | +1.9% | -0.6% |
| 3M | -3.0% | +0.5% | -3.4% | -3.4% |
| 6M | +1.6% | -3.3% | +4.9% | +2.6% |
| YTD | +7.3% | -8.5% | +15.8% | +10.8% |
| 1Y | +5.6% | -8.9% | +14.5% | +9.1% |
| 3Y | +28.1% | +18.0% | +10.1% | +13.4% |
| 5Y | +6.1% | +25.0% | -18.9% | -11.0% |
| All | +6.1% | +25.5% | -19.4% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling