+113.2%
WDC vs IYR
+12.4%
+100.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -9.9% | -4.1% |
| 7D | -18.3% | +6.9% | -25.2% | -13.5% |
| 30D | -26.7% | +10.2% | -36.9% | -20.7% |
| 3M | -40.9% | -0.3% | -40.6% | -40.1% |
| 6M | -26.8% | +3.6% | -30.4% | -25.1% |
| YTD | +88.2% | +12.5% | +75.7% | +83.8% |
| 1Y | +113.2% | +12.4% | +100.7% | +108.4% |
| All | +113.2% | +12.4% | +100.8% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling