+28.1%
IYR vs WSM
+226.4%
-198.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.7% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | -2.5% | -10.7% | +8.2% | -1.0% |
| 3M | -3.0% | +8.5% | -11.4% | -4.2% |
| 6M | +1.6% | +19.6% | -18.0% | -1.1% |
| YTD | +7.3% | +26.6% | -19.3% | +3.4% |
| 1Y | +5.6% | +12.0% | -6.3% | +3.3% |
| All | +28.1% | +226.4% | -198.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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