+318.8%
WM vs INVH
+72.9%
+245.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +3.2% | -0.9% | +4.1% | +3.6% |
| 30D | +13.0% | +1.2% | +11.8% | +12.6% |
| 3M | +9.2% | -10.4% | +19.6% | +13.9% |
| 6M | +13.6% | -3.6% | +17.3% | +15.2% |
| YTD | +12.4% | -0.1% | +12.5% | +12.0% |
| 1Y | +21.2% | -0.7% | +21.9% | +21.0% |
| 3Y | +48.7% | -4.6% | +53.3% | +49.2% |
| 5Y | +61.9% | -21.7% | +83.6% | +72.4% |
| All | +318.8% | +72.9% | +245.9% | +223.3% |
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