+386.0%
WDC vs IYR
+5.4%
+380.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -5.0% |
| 7D | +4.4% | -2.8% | +7.2% | +2.5% |
| 30D | +5.3% | -2.5% | +7.8% | +3.5% |
| 3M | -5.9% | -3.0% | -3.0% | -7.7% |
| 6M | +73.2% | +1.6% | +71.6% | +65.3% |
| YTD | +167.8% | +7.3% | +160.5% | +160.1% |
| 1Y | +386.0% | +5.6% | +380.4% | +370.6% |
| All | +386.0% | +5.4% | +380.6% | +370.6% |
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