+236.4%
WAT vs XLRE
+111.8%
+124.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -0.7% | -0.3% | -0.4% | -0.5% |
| 30D | -1.0% | -2.4% | +1.4% | +0.5% |
| 3M | +10.9% | +0.6% | +10.3% | +10.2% |
| 6M | +33.2% | +3.9% | +29.2% | +29.5% |
| YTD | +6.1% | +10.5% | -4.4% | -1.0% |
| 1Y | +30.2% | +8.4% | +21.9% | +23.0% |
| 3Y | +52.9% | +32.8% | +20.1% | +27.5% |
| 5Y | -5.1% | +7.0% | -12.2% | -10.6% |
| 10Y | +152.6% | +83.8% | +68.8% | +75.8% |
| All | +236.4% | +111.8% | +124.6% | +121.2% |
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