+526.0%
WMB vs IYR
+700.6%
-174.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.6% |
| 7D | +0.6% | -1.2% | +1.8% | +1.4% |
| 30D | +3.3% | -2.9% | +6.1% | +5.3% |
| 3M | +3.1% | +0.8% | +2.3% | +2.2% |
| 6M | -0.7% | +1.9% | -2.6% | -2.6% |
| YTD | +25.2% | +9.6% | +15.5% | +16.4% |
| 1Y | +32.9% | +8.1% | +24.8% | +24.6% |
| 3Y | +140.6% | +29.2% | +111.4% | +95.3% |
| 5Y | +273.5% | +4.3% | +269.2% | +247.4% |
| 10Y | +334.2% | +64.7% | +269.5% | +188.8% |
| All | +526.0% | +700.6% | -174.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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