+222.3%
WAB vs XLRE
+8.4%
+213.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.9% |
| 30D | -4.1% | -2.4% | -1.7% | -2.6% |
| 3M | +8.2% | -2.5% | +10.7% | +9.6% |
| 6M | +15.4% | +4.0% | +11.4% | +12.1% |
| YTD | +33.1% | +9.3% | +23.9% | +25.1% |
| 1Y | +48.1% | +5.6% | +42.5% | +42.2% |
| 3Y | +167.7% | +31.3% | +136.4% | +120.3% |
| All | +222.3% | +8.4% | +213.9% | +201.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling