+110.4%
XLRE vs WWD
+716.9%
-606.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -2.4% | -6.4% | +4.0% | -0.7% |
| 3M | +0.6% | -5.6% | +6.2% | +1.4% |
| 6M | +3.9% | -9.1% | +13.0% | +5.4% |
| YTD | +10.5% | +12.5% | -2.0% | +4.8% |
| 1Y | +8.4% | +41.3% | -32.9% | -4.6% |
| 3Y | +32.8% | +170.2% | -137.4% | -6.9% |
| 5Y | +7.0% | +192.5% | -185.5% | -28.5% |
| 10Y | +83.8% | +476.9% | -393.1% | -5.5% |
| All | +110.4% | +716.9% | -606.4% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling