+450.7%
WM vs XLRE
+116.9%
+333.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | +2.1% | -0.9% | 0.0% |
| 30D | +13.7% | +7.1% | +6.5% | +9.6% |
| 3M | +5.2% | +1.3% | +4.0% | +4.5% |
| 6M | +11.2% | +2.1% | +9.1% | +9.9% |
| YTD | +9.4% | +13.1% | -3.7% | +2.2% |
| 1Y | +20.4% | +11.9% | +8.5% | +13.1% |
| 3Y | +44.7% | +43.7% | +1.0% | +17.3% |
| 5Y | +58.5% | +9.7% | +48.7% | +47.3% |
| 10Y | +326.4% | +113.0% | +213.3% | +176.3% |
| All | +450.7% | +116.9% | +333.8% | +255.7% |
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