+189.6%
WEC vs XLRE
+109.5%
+80.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.9% |
| 30D | +0.9% | -2.2% | +3.1% | +2.3% |
| 3M | -5.3% | -2.6% | -2.7% | -3.8% |
| 6M | -6.6% | +2.6% | -9.1% | -8.2% |
| YTD | +3.3% | +9.3% | -6.0% | -2.6% |
| 1Y | +2.1% | +7.2% | -5.2% | -2.6% |
| 3Y | +39.6% | +31.3% | +8.3% | +15.6% |
| 5Y | +31.2% | +8.1% | +23.0% | +21.3% |
| 10Y | +148.4% | +88.9% | +59.5% | +52.8% |
| All | +189.6% | +109.5% | +80.2% | +74.1% |
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