+700.6%
IYR vs WM
+2,155.8%
-1,455.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -2.9% | -2.4% | -0.5% | -1.7% |
| 3M | +0.8% | +0.4% | +0.4% | +0.4% |
| 6M | +1.9% | -9.5% | +11.3% | +6.5% |
| YTD | +9.6% | +0.5% | +9.1% | +8.4% |
| 1Y | +8.1% | -1.1% | +9.2% | +7.5% |
| 3Y | +29.2% | +46.0% | -16.8% | +3.2% |
| 5Y | +4.3% | +51.8% | -47.5% | -19.0% |
| 10Y | +64.7% | +307.5% | -242.8% | -22.3% |
| All | +700.6% | +2,155.8% | -1,455.2% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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