-30.6%
WDAY vs INVH
-20.2%
-10.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.2% | -3.0% | -2.2% | -3.7% |
| 30D | +5.9% | -7.5% | +13.5% | +10.3% |
| 3M | +42.3% | -5.5% | +47.8% | +47.0% |
| 6M | +34.7% | +11.7% | +23.0% | +27.7% |
| YTD | -13.5% | +1.3% | -14.9% | -14.3% |
| 1Y | -18.1% | -6.1% | -12.0% | -15.7% |
| 3Y | -26.4% | -9.8% | -16.6% | -25.2% |
| All | -30.6% | -20.2% | -10.5% | -25.6% |
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