+106.4%
XLRE vs WU
-32.1%
+138.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.7% | -5.0% | +2.3% | -1.2% |
| 30D | -2.3% | -2.3% | -0.1% | -1.7% |
| 3M | -3.5% | -3.2% | -0.3% | -3.8% |
| 6M | +1.9% | -25.0% | +26.9% | +9.9% |
| YTD | +8.3% | -21.7% | +30.0% | +14.8% |
| 1Y | +6.4% | -9.0% | +15.3% | +6.2% |
| 3Y | +30.2% | -28.9% | +59.1% | +39.0% |
| 5Y | +8.6% | -51.0% | +59.6% | +30.3% |
| 10Y | +87.4% | -40.1% | +127.4% | +104.6% |
| All | +106.4% | -32.1% | +138.4% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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