+991.6%
WDC vs IYR
+4.2%
+987.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.8% |
| 7D | +7.5% | -0.9% | +8.4% | +8.1% |
| 30D | +10.1% | -2.4% | +12.4% | +11.7% |
| 3M | -6.8% | -2.0% | -4.8% | -7.0% |
| 6M | +84.1% | +2.5% | +81.7% | +77.3% |
| YTD | +180.3% | +8.3% | +171.9% | +157.6% |
| 1Y | +411.1% | +6.5% | +404.6% | +374.3% |
| 3Y | +1,375.0% | +29.3% | +1,345.7% | +1,047.6% |
| 5Y | +991.6% | +5.7% | +985.9% | +953.5% |
| All | +991.6% | +4.2% | +987.4% | +953.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling