+16,192.5%
WDC vs IYR
+700.6%
+15,491.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.4% |
| 7D | +1.7% | -1.2% | +3.0% | +2.6% |
| 30D | -10.0% | -2.9% | -7.1% | -8.2% |
| 3M | -18.8% | +0.8% | -19.6% | -20.5% |
| 6M | +79.0% | +1.9% | +77.2% | +74.3% |
| YTD | +171.6% | +9.6% | +161.9% | +150.4% |
| 1Y | +417.4% | +8.1% | +409.3% | +380.1% |
| 3Y | +1,251.8% | +29.2% | +1,222.6% | +994.1% |
| 5Y | +911.7% | +4.3% | +907.4% | +858.3% |
| 10Y | +1,399.6% | +64.7% | +1,334.9% | +970.0% |
| All | +16,192.5% | +700.6% | +15,491.9% | +3,637.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling