+330.3%
WM vs XLRE
+112.9%
+217.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.2% | +0.8% | +2.4% | +2.7% |
| 30D | +13.0% | +6.9% | +6.1% | +9.0% |
| 3M | +9.2% | -0.8% | +10.1% | +9.7% |
| 6M | +13.6% | +2.1% | +11.5% | +12.3% |
| YTD | +12.4% | +12.6% | -0.2% | +5.0% |
| 1Y | +21.2% | +12.5% | +8.7% | +13.3% |
| 3Y | +48.7% | +44.2% | +4.5% | +19.4% |
| 5Y | +61.9% | +9.1% | +52.7% | +50.8% |
| All | +330.3% | +112.9% | +217.4% | +178.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling