+312.2%
WST vs INVH
+79.4%
+232.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.7% | -2.3% | +0.6% | -0.7% |
| 30D | -4.3% | -5.7% | +1.4% | -1.9% |
| 3M | +0.7% | -4.5% | +5.2% | +2.6% |
| 6M | +36.0% | +11.0% | +25.1% | +29.6% |
| YTD | +22.7% | +3.7% | +19.1% | +20.0% |
| 1Y | +34.1% | -2.8% | +37.0% | +34.7% |
| 3Y | -13.6% | -7.1% | -6.4% | -12.3% |
| 5Y | -26.0% | -19.4% | -6.5% | -20.9% |
| All | +312.2% | +79.4% | +232.7% | +243.1% |
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