+707.1%
IYR vs WEC
+2,482.0%
-1,774.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | +0.6% | +2.3% | -1.7% | -0.8% |
| 30D | +6.6% | +11.1% | -4.5% | -0.1% |
| 3M | -1.8% | +8.4% | -10.3% | -6.7% |
| 6M | +1.4% | +7.5% | -6.1% | -3.2% |
| YTD | +10.5% | +15.3% | -4.8% | +0.9% |
| 1Y | +10.6% | +9.7% | +0.9% | +4.0% |
| 3Y | +41.8% | +64.7% | -22.9% | +3.2% |
| 5Y | +6.0% | +57.3% | -51.2% | -21.5% |
| 10Y | +86.7% | +195.9% | -109.2% | -12.2% |
| All | +707.1% | +2,482.0% | -1,774.8% | +42.0% |
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