+405.8%
WM vs XLRE
+112.0%
+293.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.3% | -1.2% | +0.9% | +0.4% |
| 30D | -2.4% | -2.8% | +0.4% | -0.9% |
| 3M | +0.4% | -0.2% | +0.6% | +0.6% |
| 6M | -9.5% | +1.9% | -11.4% | -10.5% |
| YTD | +0.5% | +10.6% | -10.1% | -5.0% |
| 1Y | -1.1% | +8.8% | -9.9% | -5.7% |
| 3Y | +46.0% | +31.5% | +14.5% | +24.0% |
| 5Y | +51.8% | +6.6% | +45.3% | +43.4% |
| 10Y | +307.5% | +84.0% | +223.5% | +179.8% |
| All | +405.8% | +112.0% | +293.8% | +230.8% |
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