+706.4%
IYR vs WEC
+2,458.4%
-1,752.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | -0.7% | +0.6% | +0.3% |
| 30D | +5.7% | +11.0% | -5.3% | -0.8% |
| 3M | -0.6% | +8.6% | -9.2% | -5.6% |
| 6M | +0.5% | +6.2% | -5.6% | -3.3% |
| YTD | +10.4% | +14.3% | -3.9% | +1.4% |
| 1Y | +9.2% | +8.4% | +0.8% | +3.4% |
| 3Y | +40.5% | +62.9% | -22.3% | +2.9% |
| 5Y | +5.9% | +55.8% | -49.9% | -21.1% |
| 10Y | +86.5% | +193.2% | -106.7% | -11.8% |
| All | +706.4% | +2,458.4% | -1,752.0% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling