+265.4%
WPM vs INVH
-20.2%
+285.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -0.6% | -3.0% | +2.4% | +0.4% |
| 30D | +14.4% | -7.5% | +21.9% | +17.1% |
| 3M | +37.0% | -5.5% | +42.5% | +39.0% |
| 6M | +4.1% | +11.7% | -7.6% | -0.3% |
| YTD | +31.7% | +1.3% | +30.4% | +30.0% |
| 1Y | +44.2% | -6.1% | +50.3% | +45.9% |
| 3Y | +265.5% | -9.8% | +275.3% | +270.7% |
| All | +265.4% | -20.2% | +285.5% | +277.4% |
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 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