+31.3%
XLRE vs WCN
+18.4%
+12.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.2% | -3.1% | +2.0% | -0.2% |
| 30D | -2.4% | -3.4% | +1.0% | -1.3% |
| 3M | -2.5% | +3.0% | -5.5% | -3.5% |
| 6M | +4.0% | -3.8% | +7.7% | +5.0% |
| YTD | +9.3% | -8.3% | +17.6% | +12.1% |
| 1Y | +5.6% | -9.7% | +15.3% | +8.9% |
| 3Y | +31.3% | +17.2% | +14.1% | +23.9% |
| All | +31.3% | +18.4% | +12.9% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling