+6.1%
IYR vs WSM
+171.2%
-165.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.6% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | -2.5% | -10.7% | +8.2% | -0.6% |
| 3M | -3.0% | +8.5% | -11.4% | -4.5% |
| 6M | +1.6% | +19.6% | -18.0% | -1.9% |
| YTD | +7.3% | +26.6% | -19.3% | +2.3% |
| 1Y | +5.6% | +12.0% | -6.3% | +2.6% |
| 3Y | +28.1% | +226.6% | -198.5% | -4.1% |
| 5Y | +6.1% | +174.1% | -168.0% | -21.9% |
| All | +6.1% | +171.2% | -165.1% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling