+177.8%
WAT vs INVH
+79.4%
+98.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.8% | -2.3% | +0.5% | -0.9% |
| 30D | -1.7% | -5.7% | +4.0% | +0.7% |
| 3M | +9.1% | -4.5% | +13.5% | +10.9% |
| 6M | +32.4% | +11.0% | +21.5% | +26.3% |
| YTD | +6.6% | +3.7% | +2.9% | +4.2% |
| 1Y | +34.7% | -2.8% | +37.6% | +35.2% |
| 3Y | +53.6% | -7.1% | +60.7% | +55.8% |
| 5Y | -4.1% | -19.4% | +15.4% | +2.0% |
| All | +177.8% | +79.4% | +98.3% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling