+31.3%
XLRE vs WWD
+167.6%
-136.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -1.2% | -2.6% | +1.4% | -0.8% |
| 30D | -2.4% | -6.9% | +4.5% | -1.4% |
| 3M | -2.5% | -13.0% | +10.6% | -0.7% |
| 6M | +4.0% | -12.5% | +16.4% | +5.3% |
| YTD | +9.3% | +11.8% | -2.6% | +5.8% |
| 1Y | +5.6% | +41.1% | -35.5% | -2.8% |
| 3Y | +31.3% | +163.1% | -131.8% | -4.6% |
| All | +31.3% | +167.6% | -136.3% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling