+88.2%
XLRE vs WWD
+498.2%
-410.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | -1.2% | -2.6% | +1.4% | -0.4% |
| 30D | -2.4% | -6.9% | +4.5% | -0.6% |
| 3M | -2.5% | -13.0% | +10.6% | +0.8% |
| 6M | +4.0% | -12.5% | +16.4% | +6.6% |
| YTD | +9.3% | +11.8% | -2.6% | +3.8% |
| 1Y | +5.6% | +41.1% | -35.5% | -7.1% |
| 3Y | +31.3% | +163.1% | -131.8% | -7.3% |
| 5Y | +9.5% | +187.6% | -178.1% | -26.6% |
| All | +88.2% | +498.2% | -410.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling