+108.1%
XLRE vs WCC
+621.9%
-513.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -0.7% | +6.8% | -7.5% | -2.0% |
| 30D | -2.2% | -3.0% | +0.8% | -1.8% |
| 3M | -2.6% | +0.2% | -2.8% | -3.4% |
| 6M | +2.6% | +33.2% | -30.6% | -4.1% |
| YTD | +9.3% | +45.8% | -36.6% | 0.0% |
| 1Y | +7.2% | +68.4% | -61.2% | -5.1% |
| 3Y | +31.3% | +131.1% | -99.8% | +4.6% |
| 5Y | +8.1% | +225.6% | -217.5% | -22.4% |
| 10Y | +88.9% | +534.2% | -445.2% | +0.5% |
| All | +108.1% | +621.9% | -513.8% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling