+700.6%
IYR vs WWD
+10,629.2%
-9,928.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -1.2% | +1.3% | -2.5% | -1.7% |
| 30D | -2.9% | -7.2% | +4.3% | -0.5% |
| 3M | +0.8% | -3.8% | +4.7% | +1.3% |
| 6M | +1.9% | -9.9% | +11.8% | +4.0% |
| YTD | +9.6% | +14.8% | -5.2% | +2.2% |
| 1Y | +8.1% | +42.1% | -34.0% | -7.1% |
| 3Y | +29.2% | +170.8% | -141.6% | -14.1% |
| 5Y | +4.3% | +197.5% | -193.2% | -34.5% |
| 10Y | +64.7% | +477.8% | -413.1% | -25.2% |
| All | +700.6% | +10,629.2% | -9,928.6% | +94.7% |
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 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