+421.6%
WCC vs INVH
+79.4%
+342.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +6.8% | -2.3% | +9.1% | +8.4% |
| 30D | -3.0% | -5.7% | +2.7% | +0.5% |
| 3M | +0.2% | -4.5% | +4.7% | +2.2% |
| 6M | +33.2% | +11.0% | +22.2% | +22.4% |
| YTD | +45.8% | +3.7% | +42.1% | +39.3% |
| 1Y | +68.4% | -2.8% | +71.2% | +67.9% |
| 3Y | +131.1% | -7.1% | +138.3% | +133.2% |
| 5Y | +225.6% | -19.4% | +245.0% | +261.9% |
| All | +421.6% | +79.4% | +342.1% | +260.1% |
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