+298.4%
WMB vs XLRE
+89.0%
+209.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -1.0% | -1.2% | +0.1% | -0.3% |
| 30D | -0.4% | -2.4% | +2.0% | +1.0% |
| 3M | +3.2% | -2.5% | +5.7% | +4.6% |
| 6M | +0.1% | +4.0% | -3.9% | -2.9% |
| YTD | +23.9% | +9.3% | +14.6% | +16.2% |
| 1Y | +27.6% | +5.6% | +22.0% | +22.3% |
| 3Y | +141.9% | +31.3% | +110.6% | +97.6% |
| 5Y | +273.8% | +9.5% | +264.2% | +239.1% |
| All | +298.4% | +89.0% | +209.4% | +151.9% |
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