+226.2%
WCC vs INVH
-20.2%
+246.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.5% | -3.0% | +4.5% | +3.4% |
| 30D | -2.1% | -7.5% | +5.4% | +2.2% |
| 3M | +3.8% | -5.5% | +9.3% | +6.3% |
| 6M | +35.0% | +11.7% | +23.3% | +24.1% |
| YTD | +46.4% | +1.3% | +45.0% | +42.2% |
| 1Y | +63.0% | -6.1% | +69.1% | +66.3% |
| 3Y | +133.9% | -9.8% | +143.7% | +139.2% |
| All | +226.2% | -20.2% | +246.4% | +284.4% |
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