+30.8%
IYR vs WEC
+41.5%
-10.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.8% |
| 30D | -2.5% | +0.3% | -2.9% | -2.8% |
| 3M | +1.5% | -2.9% | +4.4% | +2.9% |
| 6M | +3.9% | -5.9% | +9.8% | +7.0% |
| YTD | +9.5% | +4.1% | +5.4% | +6.8% |
| 1Y | +7.5% | +3.1% | +4.3% | +5.2% |
| All | +30.8% | +41.5% | -10.7% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling