+120.8%
WFC vs XLRE
+7.5%
+113.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +0.3% | -2.7% | +3.0% | +1.9% |
| 30D | +2.3% | -2.3% | +4.6% | +3.6% |
| 3M | +9.8% | -3.5% | +13.2% | +11.8% |
| 6M | +15.6% | +1.9% | +13.7% | +13.9% |
| YTD | -2.4% | +8.3% | -10.8% | -7.5% |
| 1Y | +13.8% | +6.4% | +7.4% | +9.1% |
| 3Y | +134.6% | +30.2% | +104.4% | +96.3% |
| All | +120.8% | +7.5% | +113.3% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling