+2.9%
WY vs INVH
+75.5%
-72.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.0% |
| 7D | -3.7% | -3.1% | -0.6% | -1.3% |
| 30D | -11.3% | -7.5% | -3.8% | -5.9% |
| 3M | -8.1% | -6.3% | -1.9% | -3.5% |
| 6M | -7.4% | +9.4% | -16.9% | -13.8% |
| YTD | -4.7% | +1.4% | -6.1% | -6.3% |
| 1Y | -9.2% | -4.1% | -5.1% | -7.2% |
| 3Y | -24.7% | -9.2% | -15.5% | -21.4% |
| 5Y | -21.6% | -19.6% | -1.9% | -12.0% |
| All | +2.9% | +75.5% | -72.6% | -33.0% |
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 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