-4.4%
WAT vs XLRE
+7.1%
-11.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.2% |
| 7D | -2.9% | -2.7% | -0.2% | -0.9% |
| 30D | -3.2% | -2.3% | -0.9% | -1.5% |
| 3M | +10.6% | -3.5% | +14.1% | +13.2% |
| 6M | +34.0% | +1.9% | +32.2% | +31.4% |
| YTD | +5.7% | +8.3% | -2.6% | -1.5% |
| 1Y | +37.1% | +6.4% | +30.7% | +29.5% |
| 3Y | +52.4% | +30.2% | +22.2% | +23.0% |
| 5Y | -4.4% | +8.6% | -13.0% | -11.3% |
| All | -4.4% | +7.1% | -11.5% | -11.3% |
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