+142.1%
WBD vs XLRE
+31.2%
+110.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.5% |
| 7D | -0.7% | -1.2% | +0.4% | +0.4% |
| 30D | +1.4% | -2.4% | +3.8% | +3.9% |
| 3M | +4.4% | -2.5% | +6.9% | +6.7% |
| 6M | +0.8% | +4.0% | -3.1% | -4.9% |
| YTD | -2.7% | +9.3% | -12.0% | -13.9% |
| 1Y | +73.4% | +5.6% | +67.8% | +59.5% |
| 3Y | +142.1% | +31.3% | +110.9% | +62.7% |
| All | +142.1% | +31.2% | +110.9% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling