+292.2%
WAB vs XLRE
+89.0%
+203.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.4% |
| 7D | +0.1% | -1.2% | +1.3% | +1.0% |
| 30D | -4.1% | -2.4% | -1.7% | -2.4% |
| 3M | +8.2% | -2.5% | +10.7% | +9.7% |
| 6M | +15.4% | +4.0% | +11.4% | +11.8% |
| YTD | +33.1% | +9.3% | +23.9% | +24.5% |
| 1Y | +48.1% | +5.6% | +42.5% | +41.8% |
| 3Y | +167.7% | +31.3% | +136.4% | +116.5% |
| 5Y | +225.7% | +9.5% | +216.2% | +198.2% |
| All | +292.2% | +89.0% | +203.2% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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