+71.8%
WULF vs XLRE
+109.5%
-37.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.3% |
| 7D | +1.4% | -1.2% | +2.6% | +2.1% |
| 30D | -2.6% | -2.4% | -0.2% | -1.3% |
| 3M | -34.0% | -2.5% | -31.5% | -33.5% |
| 6M | +10.0% | +4.0% | +6.0% | +7.2% |
| YTD | +45.7% | +9.3% | +36.4% | +38.6% |
| 1Y | +57.3% | +5.6% | +51.7% | +52.0% |
| 3Y | +878.9% | +31.3% | +847.7% | +769.5% |
| 5Y | -28.3% | +9.5% | -37.9% | -33.6% |
| 10Y | +82.7% | +89.0% | -6.3% | +71.0% |
| All | +71.8% | +109.5% | -37.7% | +60.5% |
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