+410.6%
WELL vs XLRE
+111.8%
+298.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -1.3% | -0.3% | -1.0% | -1.0% |
| 30D | +0.5% | -2.4% | +2.9% | +3.2% |
| 3M | +19.1% | +0.6% | +18.5% | +18.4% |
| 6M | +17.0% | +3.9% | +13.0% | +12.3% |
| YTD | +29.2% | +10.5% | +18.7% | +15.9% |
| 1Y | +42.1% | +8.4% | +33.8% | +30.2% |
| 3Y | +204.5% | +32.8% | +171.7% | +116.9% |
| 5Y | +211.0% | +7.0% | +203.9% | +179.5% |
| 10Y | +337.6% | +83.8% | +253.8% | +124.6% |
| All | +410.6% | +111.8% | +298.8% | +129.9% |
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