+738.2%
WDC vs INVH
+75.4%
+662.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -4.3% | -3.0% | -1.3% | -2.8% |
| 30D | -1.5% | -7.5% | +6.0% | +2.4% |
| 3M | -15.5% | -5.5% | -10.0% | -14.2% |
| 6M | +66.5% | +11.7% | +54.7% | +53.2% |
| YTD | +159.9% | +1.3% | +158.5% | +151.1% |
| 1Y | +366.0% | -6.1% | +372.0% | +366.7% |
| 3Y | +1,285.8% | -9.8% | +1,295.6% | +1,293.9% |
| 5Y | +925.6% | -19.7% | +945.2% | +990.4% |
| All | +738.2% | +75.4% | +662.9% | +523.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling