+189.1%
WMB vs XLRE
+115.9%
+73.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.8% | +0.8% | +7.0% | +7.2% |
| 30D | -5.1% | +6.9% | -12.0% | -9.7% |
| 3M | -4.7% | -0.8% | -3.9% | -4.5% |
| 6M | -7.4% | +2.1% | -9.5% | -9.4% |
| YTD | +17.5% | +12.6% | +4.9% | +6.8% |
| 1Y | +19.5% | +12.5% | +7.0% | +8.7% |
| 3Y | +121.3% | +44.2% | +77.1% | +64.7% |
| 5Y | +200.5% | +9.1% | +191.4% | +170.6% |
| 10Y | +281.9% | +111.8% | +170.1% | +73.4% |
| All | +189.1% | +115.9% | +73.2% | +20.3% |
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