+323.5%
WST vs INVH
+75.4%
+248.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +1.8% | -3.0% | +4.8% | +3.2% |
| 30D | -1.7% | -7.5% | +5.8% | +1.6% |
| 3M | +4.9% | -5.5% | +10.4% | +7.3% |
| 6M | +45.5% | +11.7% | +33.8% | +38.2% |
| YTD | +26.1% | +1.3% | +24.8% | +24.5% |
| 1Y | +31.7% | -6.1% | +37.8% | +34.2% |
| 3Y | -12.1% | -9.8% | -2.3% | -9.7% |
| 5Y | -23.6% | -19.7% | -3.9% | -18.1% |
| All | +323.5% | +75.4% | +248.2% | +256.0% |
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