+108.1%
WFC vs INVH
+79.4%
+28.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | +0.4% | -2.3% | +2.7% | +1.6% |
| 30D | +2.5% | -5.7% | +8.2% | +5.4% |
| 3M | +10.0% | -4.5% | +14.5% | +12.2% |
| 6M | +15.1% | +11.0% | +4.1% | +8.4% |
| YTD | -2.2% | +3.7% | -5.9% | -5.0% |
| 1Y | +13.5% | -2.8% | +16.3% | +13.7% |
| 3Y | +135.2% | -7.1% | +142.4% | +137.8% |
| 5Y | +128.3% | -19.4% | +147.8% | +144.2% |
| All | +108.1% | +79.4% | +28.6% | +53.2% |
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 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