+65.6%
IYR vs WWD
+490.2%
-424.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.5% |
| 7D | -2.8% | -2.9% | 0.0% | -2.0% |
| 30D | -2.5% | -6.6% | +4.1% | -0.7% |
| 3M | -3.0% | -9.3% | +6.4% | -0.8% |
| 6M | +1.6% | -13.6% | +15.2% | +4.8% |
| YTD | +7.3% | +10.4% | -3.1% | +1.8% |
| 1Y | +5.6% | +39.9% | -34.3% | -7.8% |
| 3Y | +28.1% | +165.0% | -136.9% | -12.5% |
| 5Y | +6.1% | +183.8% | -177.7% | -31.0% |
| All | +65.6% | +490.2% | -424.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling