+17.3%
WOLF vs INVH
-2.6%
+19.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +2.9% |
| 7D | -8.6% | -3.0% | -5.6% | -10.5% |
| 30D | -18.3% | -7.5% | -10.7% | -22.4% |
| 3M | -43.1% | -5.5% | -37.6% | -44.9% |
| 6M | +42.4% | +11.7% | +30.7% | +39.9% |
| YTD | +48.9% | +1.3% | +47.5% | +42.5% |
| All | +17.3% | -2.6% | +19.8% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling