+152.4%
WEC vs INVH
+75.4%
+77.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.6% | -3.0% | +2.4% | +0.7% |
| 30D | -2.6% | -7.5% | +4.9% | +0.6% |
| 3M | -6.0% | -5.5% | -0.5% | -3.8% |
| 6M | -5.4% | +11.7% | -17.1% | -10.0% |
| YTD | +2.5% | +1.3% | +1.1% | +1.4% |
| 1Y | -0.7% | -6.1% | +5.4% | +1.3% |
| 3Y | +38.7% | -9.8% | +48.5% | +42.1% |
| 5Y | +31.7% | -19.7% | +51.3% | +39.3% |
| All | +152.4% | +75.4% | +77.1% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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