+770.0%
WDC vs IYR
+41.7%
+728.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | +12.1% | +0.6% | +11.5% | +11.9% |
| 30D | -18.8% | +6.6% | -25.4% | -20.2% |
| 3M | -39.3% | -1.8% | -37.5% | -38.8% |
| 6M | -40.1% | +1.4% | -41.6% | -41.2% |
| YTD | +71.8% | +10.5% | +61.3% | +60.2% |
| 1Y | +88.5% | +10.6% | +77.8% | +75.5% |
| 3Y | +770.0% | +41.8% | +728.2% | +642.8% |
| All | +770.0% | +41.7% | +728.3% | +642.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling