+65.6%
IYR vs WEC
+146.6%
-81.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.5% |
| 7D | -2.8% | -1.3% | -1.6% | -2.2% |
| 30D | -2.5% | -0.4% | -2.1% | -2.4% |
| 3M | -3.0% | -6.8% | +3.8% | +0.7% |
| 6M | +1.6% | -6.4% | +8.0% | +5.1% |
| YTD | +7.3% | +2.5% | +4.8% | +5.5% |
| 1Y | +5.6% | -0.4% | +6.0% | +5.4% |
| 3Y | +28.1% | +38.5% | -10.4% | +5.7% |
| 5Y | +6.1% | +31.7% | -25.6% | -10.6% |
| All | +65.6% | +146.6% | -81.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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