+154.4%
WEC vs INVH
+79.4%
+75.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.4% | -2.3% | +2.7% | +1.4% |
| 30D | +0.9% | -5.7% | +6.6% | +3.4% |
| 3M | -5.3% | -4.5% | -0.9% | -3.5% |
| 6M | -6.6% | +11.0% | -17.5% | -10.8% |
| YTD | +3.3% | +3.7% | -0.4% | +1.2% |
| 1Y | +2.1% | -2.8% | +4.9% | +2.6% |
| 3Y | +39.6% | -7.1% | +46.7% | +41.2% |
| 5Y | +31.2% | -19.4% | +50.6% | +38.7% |
| All | +154.4% | +79.4% | +75.0% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling