+6.2%
XLRE vs WOLF
+44.0%
-37.8%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.9% |
| 7D | -1.2% | -8.6% | +7.4% | -1.2% |
| 30D | -2.4% | -18.3% | +15.9% | -2.5% |
| 3M | -2.5% | -43.1% | +40.6% | -2.4% |
| 6M | +4.0% | +42.4% | -38.4% | +2.3% |
| YTD | +9.3% | +48.9% | -39.6% | +7.6% |
| All | +6.2% | +44.0% | -37.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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