+303.5%
WM vs XLRE
+87.4%
+216.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.3% |
| 7D | -3.1% | -2.7% | -0.4% | -1.7% |
| 30D | -5.3% | -2.3% | -3.0% | -4.1% |
| 3M | -4.2% | -3.5% | -0.8% | -2.4% |
| 6M | -8.1% | +1.9% | -9.9% | -9.1% |
| YTD | -1.4% | +8.3% | -9.8% | -5.9% |
| 1Y | +0.2% | +6.4% | -6.1% | -3.3% |
| 3Y | +43.1% | +30.2% | +12.9% | +21.6% |
| 5Y | +49.8% | +8.6% | +41.2% | +39.5% |
| All | +303.5% | +87.4% | +216.0% | +172.1% |
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 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