+125.8%
WDAY vs INVH
+79.4%
+46.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -7.4% | -2.3% | -5.1% | -6.3% |
| 30D | +1.0% | -5.7% | +6.7% | +4.1% |
| 3M | +32.7% | -4.5% | +37.1% | +36.2% |
| 6M | +25.6% | +11.0% | +14.6% | +19.4% |
| YTD | -13.4% | +3.7% | -17.1% | -15.2% |
| 1Y | -19.4% | -2.8% | -16.5% | -18.7% |
| 3Y | -25.8% | -7.1% | -18.6% | -25.4% |
| 5Y | -31.1% | -19.4% | -11.7% | -26.2% |
| All | +125.8% | +79.4% | +46.4% | +67.9% |
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