+60.4%
WM vs XLRE
+9.5%
+50.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.5% |
| 7D | -0.5% | +2.3% | -2.8% | -1.5% |
| 30D | +13.3% | +7.3% | +6.0% | +10.0% |
| 3M | +4.4% | +0.1% | +4.3% | +4.3% |
| 6M | +10.8% | +2.3% | +8.6% | +9.7% |
| YTD | +9.1% | +13.3% | -4.2% | +3.3% |
| 1Y | +19.1% | +12.0% | +7.2% | +13.4% |
| 3Y | +45.7% | +45.5% | +0.2% | +23.8% |
| 5Y | +60.4% | +9.3% | +51.1% | +55.1% |
| All | +60.4% | +9.5% | +50.9% | +55.1% |
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 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