+671.0%
WPM vs INVH
+75.5%
+595.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.1% |
| 7D | -3.6% | -3.1% | -0.5% | -2.8% |
| 30D | +12.5% | -7.5% | +20.0% | +14.6% |
| 3M | +40.6% | -6.3% | +46.9% | +42.6% |
| 6M | +0.5% | +9.4% | -8.9% | -2.2% |
| YTD | +29.0% | +1.4% | +27.6% | +27.8% |
| 1Y | +43.8% | -4.1% | +47.9% | +44.3% |
| 3Y | +266.3% | -9.2% | +275.5% | +270.4% |
| 5Y | +255.1% | -19.6% | +274.7% | +266.0% |
| All | +671.0% | +75.5% | +595.5% | +619.9% |
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