+106.4%
XLRE vs WCN
+414.1%
-307.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -2.7% | -4.4% | +1.7% | -0.4% |
| 30D | -2.3% | -4.4% | +2.1% | 0.0% |
| 3M | -3.5% | +0.5% | -3.9% | -4.0% |
| 6M | +1.9% | -3.3% | +5.1% | +2.9% |
| YTD | +8.3% | -8.5% | +16.8% | +12.2% |
| 1Y | +6.4% | -8.9% | +15.3% | +10.3% |
| 3Y | +30.2% | +18.0% | +12.2% | +14.6% |
| 5Y | +8.6% | +25.0% | -16.4% | -8.6% |
| 10Y | +87.4% | +234.7% | -147.4% | +5.7% |
| All | +106.4% | +414.1% | -307.7% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling