+108.1%
XLRE vs BWA
+96.4%
+11.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -2.2% | -5.6% | +3.3% | -1.2% |
| 3M | -2.6% | -10.7% | +8.1% | -0.7% |
| 6M | +2.6% | +23.2% | -20.6% | -2.9% |
| YTD | +9.3% | +46.0% | -36.7% | -1.4% |
| 1Y | +7.2% | +51.2% | -43.9% | -4.2% |
| 3Y | +31.3% | +69.6% | -38.2% | +12.0% |
| 5Y | +8.1% | +86.6% | -78.4% | -11.5% |
| 10Y | +88.9% | +152.3% | -63.4% | +33.0% |
| All | +108.1% | +96.4% | +11.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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