+690.9%
IYR vs WSM
+5,112.6%
-4,421.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.9% | +2.6% | -3.5% | -1.6% |
| 30D | -2.4% | -9.3% | +6.9% | 0.0% |
| 3M | -2.0% | +7.1% | -9.1% | -4.0% |
| 6M | +2.5% | +21.7% | -19.2% | -3.2% |
| YTD | +8.3% | +28.7% | -20.4% | +0.5% |
| 1Y | +6.5% | +13.9% | -7.4% | +1.6% |
| 3Y | +29.3% | +232.2% | -202.8% | -12.3% |
| 5Y | +5.7% | +176.4% | -170.7% | -28.1% |
| 10Y | +69.2% | +1,072.4% | -1,003.2% | -31.9% |
| All | +690.9% | +5,112.6% | -4,421.7% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling