+106.4%
XLRE vs WSM
+641.4%
-535.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.5% |
| 7D | -2.7% | +0.4% | -3.2% | -2.8% |
| 30D | -2.3% | -10.7% | +8.4% | -0.4% |
| 3M | -3.5% | +8.5% | -12.0% | -5.0% |
| 6M | +1.9% | +19.6% | -17.8% | -1.7% |
| YTD | +8.3% | +26.6% | -18.2% | +3.3% |
| 1Y | +6.4% | +12.0% | -5.6% | +3.4% |
| 3Y | +30.2% | +226.6% | -196.4% | -0.4% |
| 5Y | +8.6% | +174.1% | -165.5% | -16.9% |
| 10Y | +87.4% | +1,052.9% | -965.6% | +1.5% |
| All | +106.4% | +641.4% | -535.1% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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