-26.6%
WDAY vs INVH
-9.6%
-17.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -10.5% | -3.1% | -7.4% | -9.7% |
| 30D | +2.1% | -7.5% | +9.6% | +4.5% |
| 3M | +34.6% | -6.3% | +40.9% | +37.6% |
| 6M | +29.9% | +9.4% | +20.5% | +28.1% |
| YTD | -13.8% | +1.4% | -15.2% | -13.6% |
| 1Y | -18.3% | -4.1% | -14.2% | -16.9% |
| All | -26.6% | -9.6% | -17.0% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling