+215.0%
WMB vs XLRE
+111.8%
+103.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | +7.7% | -2.4% | +10.1% | +9.4% |
| 3M | +6.7% | +0.6% | +6.1% | +5.9% |
| 6M | +3.6% | +3.9% | -0.3% | +0.3% |
| YTD | +28.0% | +10.5% | +17.5% | +18.3% |
| 1Y | +37.6% | +8.4% | +29.2% | +28.8% |
| 3Y | +149.0% | +32.8% | +116.2% | +97.2% |
| 5Y | +285.3% | +7.0% | +278.3% | +252.2% |
| 10Y | +302.1% | +83.8% | +218.3% | +121.5% |
| All | +215.0% | +111.8% | +103.2% | +33.2% |
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