+325.1%
WMB vs INVH
+75.4%
+249.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -1.0% | -3.0% | +2.0% | +0.3% |
| 30D | -0.4% | -7.5% | +7.1% | +2.9% |
| 3M | +3.2% | -5.5% | +8.7% | +5.5% |
| 6M | +0.1% | +11.7% | -11.6% | -5.2% |
| YTD | +23.9% | +1.3% | +22.5% | +22.0% |
| 1Y | +27.6% | -6.1% | +33.7% | +29.7% |
| 3Y | +141.9% | -9.8% | +151.7% | +146.4% |
| 5Y | +273.8% | -19.7% | +293.5% | +294.1% |
| All | +325.1% | +75.4% | +249.7% | +216.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling