+415.4%
WWD vs INVH
+75.4%
+340.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -2.6% | -3.0% | +0.4% | -0.9% |
| 30D | -6.9% | -7.5% | +0.6% | -2.8% |
| 3M | -13.0% | -5.5% | -7.5% | -10.7% |
| 6M | -12.5% | +11.7% | -24.2% | -18.6% |
| YTD | +11.8% | +1.3% | +10.5% | +9.4% |
| 1Y | +41.1% | -6.1% | +47.1% | +43.9% |
| 3Y | +163.1% | -9.8% | +172.8% | +166.9% |
| 5Y | +187.6% | -19.7% | +207.3% | +208.2% |
| All | +415.4% | +75.4% | +340.1% | +255.7% |
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