+221.3%
WAB vs XLRE
+107.7%
+113.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.5% |
| 7D | -0.2% | -2.7% | +2.5% | +1.7% |
| 30D | -5.9% | -2.3% | -3.5% | -4.4% |
| 3M | +9.4% | -3.5% | +12.8% | +11.7% |
| 6M | +13.8% | +1.9% | +12.0% | +12.0% |
| YTD | +31.8% | +8.3% | +23.4% | +24.2% |
| 1Y | +48.5% | +6.4% | +42.1% | +41.6% |
| 3Y | +167.0% | +30.2% | +136.7% | +118.2% |
| 5Y | +222.3% | +8.6% | +213.7% | +197.5% |
| 10Y | +289.6% | +87.4% | +202.3% | +157.8% |
| All | +221.3% | +107.7% | +113.6% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling