+145.3%
WDAY vs XLRE
+109.5%
+35.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | -7.4% | -0.7% | -6.6% | -6.9% |
| 30D | +1.0% | -2.2% | +3.2% | +2.8% |
| 3M | +32.7% | -2.6% | +35.3% | +35.8% |
| 6M | +25.6% | +2.6% | +23.0% | +22.9% |
| YTD | -13.4% | +9.3% | -22.6% | -19.3% |
| 1Y | -19.4% | +7.2% | -26.6% | -23.9% |
| 3Y | -25.8% | +31.3% | -57.1% | -40.9% |
| 5Y | -31.1% | +8.1% | -39.2% | -36.6% |
| 10Y | +113.3% | +88.9% | +24.4% | +33.0% |
| All | +145.3% | +109.5% | +35.8% | +35.0% |
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