+122.9%
WFC vs INVH
-20.2%
+143.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.4% | -3.0% | +3.3% | +1.5% |
| 30D | +1.5% | -7.5% | +9.1% | +4.5% |
| 3M | +10.2% | -5.5% | +15.7% | +12.3% |
| 6M | +18.8% | +11.7% | +7.1% | +13.2% |
| YTD | -1.5% | +1.3% | -2.9% | -2.7% |
| 1Y | +13.5% | -6.1% | +19.6% | +15.6% |
| 3Y | +135.0% | -9.8% | +144.7% | +140.8% |
| All | +122.9% | -20.2% | +143.0% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling