+707.1%
IYR vs WWD
+10,122.2%
-9,415.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.6% | +4.0% | -3.4% | -0.8% |
| 30D | +6.6% | +0.4% | +6.2% | +6.0% |
| 3M | -1.8% | -7.9% | +6.1% | +0.3% |
| 6M | +1.4% | -10.6% | +12.1% | +3.9% |
| YTD | +10.5% | +9.4% | +1.1% | +4.3% |
| 1Y | +10.6% | +25.7% | -15.1% | -1.0% |
| 3Y | +41.8% | +148.5% | -106.7% | -3.3% |
| 5Y | +6.0% | +189.5% | -183.5% | -33.0% |
| 10Y | +86.7% | +451.8% | -365.1% | -14.1% |
| All | +707.1% | +10,122.2% | -9,415.0% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling