+1,285.8%
WDC vs XLRE
+31.2%
+1,254.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.2% |
| 7D | -4.3% | -1.2% | -3.1% | -4.0% |
| 30D | -1.5% | -2.4% | +0.9% | -0.8% |
| 3M | -15.5% | -2.5% | -13.0% | -15.5% |
| 6M | +66.5% | +4.0% | +62.5% | +60.7% |
| YTD | +159.9% | +9.3% | +150.6% | +144.1% |
| 1Y | +366.0% | +5.6% | +360.4% | +344.8% |
| 3Y | +1,285.8% | +31.3% | +1,254.5% | +1,176.4% |
| All | +1,285.8% | +31.2% | +1,254.6% | +1,176.4% |
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