-4.4%
WAT vs INVH
-21.2%
+16.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.3% |
| 7D | -2.9% | -3.1% | +0.2% | -1.4% |
| 30D | -3.2% | -7.5% | +4.3% | +0.3% |
| 3M | +10.6% | -6.3% | +16.9% | +13.7% |
| 6M | +34.0% | +9.4% | +24.6% | +27.5% |
| YTD | +5.7% | +1.4% | +4.3% | +4.0% |
| 1Y | +37.1% | -4.1% | +41.2% | +38.5% |
| 3Y | +52.4% | -9.2% | +61.6% | +56.2% |
| 5Y | -4.4% | -19.6% | +15.2% | +5.5% |
| All | -4.4% | -21.2% | +16.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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