+525.4%
WPM vs XLRE
+89.0%
+436.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | -0.6% | -1.2% | +0.6% | -0.1% |
| 30D | +14.4% | -2.4% | +16.8% | +15.6% |
| 3M | +37.0% | -2.5% | +39.5% | +38.3% |
| 6M | +4.1% | +4.0% | +0.2% | +2.5% |
| YTD | +31.7% | +9.3% | +22.4% | +27.1% |
| 1Y | +44.2% | +5.6% | +38.6% | +41.0% |
| 3Y | +265.5% | +31.3% | +234.2% | +227.6% |
| 5Y | +262.5% | +9.5% | +252.9% | +243.2% |
| All | +525.4% | +89.0% | +436.4% | +386.3% |
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 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