+5.9%
IYR vs WWD
+183.1%
-177.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.2% |
| 7D | -0.1% | +8.2% | -8.3% | -1.9% |
| 30D | +5.7% | -0.2% | +5.9% | +5.5% |
| 3M | -0.6% | -8.4% | +7.8% | +1.1% |
| 6M | +0.5% | -9.5% | +10.0% | +1.8% |
| YTD | +10.4% | +10.1% | +0.4% | +5.4% |
| 1Y | +9.2% | +21.6% | -12.4% | +1.0% |
| 3Y | +40.5% | +149.6% | -109.0% | +0.3% |
| 5Y | +5.9% | +191.3% | -185.4% | -30.7% |
| All | +5.9% | +183.1% | -177.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling