+45.1%
WM vs INVH
-8.0%
+53.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -0.9% | -3.1% | +2.2% | +0.2% |
| 30D | -4.3% | -7.1% | +2.7% | -1.9% |
| 3M | +0.8% | -3.0% | +3.7% | +1.8% |
| 6M | -10.8% | +10.1% | -20.8% | -13.5% |
| YTD | -0.1% | +3.8% | -3.9% | -1.5% |
| 1Y | +1.0% | -2.1% | +3.1% | +1.5% |
| 3Y | +45.1% | -7.0% | +52.1% | +52.4% |
| All | +45.1% | -8.0% | +53.1% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling