+778.6%
WDC vs XLRE
+109.5%
+669.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.9% |
| 7D | +7.5% | -0.7% | +8.2% | +8.0% |
| 30D | +10.1% | -2.2% | +12.3% | +11.9% |
| 3M | -6.8% | -2.6% | -4.2% | -6.4% |
| 6M | +84.1% | +2.6% | +81.6% | +77.0% |
| YTD | +180.3% | +9.3% | +171.0% | +154.7% |
| 1Y | +411.1% | +7.2% | +403.9% | +369.6% |
| 3Y | +1,375.0% | +31.3% | +1,343.7% | +1,016.5% |
| 5Y | +991.6% | +8.1% | +983.4% | +878.2% |
| 10Y | +1,309.1% | +88.9% | +1,220.1% | +716.1% |
| All | +778.6% | +109.5% | +669.1% | +359.9% |
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