-20.9%
WY vs INVH
-20.2%
-0.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -4.2% | -3.0% | -1.2% | -2.4% |
| 30D | -10.1% | -7.5% | -2.6% | -5.6% |
| 3M | -8.5% | -5.5% | -3.0% | -5.2% |
| 6M | -3.3% | +11.7% | -15.0% | -9.7% |
| YTD | -4.4% | +1.3% | -5.7% | -5.5% |
| 1Y | -11.5% | -6.1% | -5.4% | -8.5% |
| 3Y | -24.3% | -9.8% | -14.6% | -20.9% |
| All | -20.9% | -20.2% | -0.8% | -10.3% |
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