+8.9%
XLRE vs WCC
+224.0%
-215.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.9% | +0.2% |
| 7D | -1.2% | +1.5% | -2.7% | -1.4% |
| 30D | -2.4% | -2.1% | -0.3% | -2.2% |
| 3M | -2.5% | +3.8% | -6.3% | -3.7% |
| 6M | +4.0% | +35.0% | -31.0% | -2.8% |
| YTD | +9.3% | +46.4% | -37.1% | +0.2% |
| 1Y | +5.6% | +63.0% | -57.4% | -5.7% |
| 3Y | +31.3% | +133.9% | -102.7% | +3.3% |
| All | +8.9% | +224.0% | -215.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling