+1,228.2%
WDC vs IYR
+68.4%
+1,159.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.6% |
| 7D | +4.4% | -2.8% | +7.2% | +7.0% |
| 30D | +5.3% | -2.5% | +7.8% | +7.5% |
| 3M | -5.9% | -3.0% | -3.0% | -5.2% |
| 6M | +73.2% | +1.6% | +71.6% | +67.2% |
| YTD | +167.8% | +7.3% | +160.5% | +145.3% |
| 1Y | +386.0% | +5.6% | +380.4% | +349.3% |
| 3Y | +1,309.7% | +28.1% | +1,281.6% | +964.3% |
| 5Y | +957.1% | +6.1% | +951.0% | +860.3% |
| All | +1,228.2% | +68.4% | +1,159.8% | +711.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling