+106.4%
XLRE vs WY
+19.8%
+86.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | +0.3% |
| 7D | -2.7% | -3.7% | +1.0% | -1.1% |
| 30D | -2.3% | -11.3% | +9.0% | +2.9% |
| 3M | -3.5% | -8.1% | +4.7% | -0.3% |
| 6M | +1.9% | -7.4% | +9.3% | +4.6% |
| YTD | +8.3% | -4.7% | +13.1% | +9.4% |
| 1Y | +6.4% | -9.2% | +15.6% | +9.5% |
| 3Y | +30.2% | -24.7% | +54.9% | +44.3% |
| 5Y | +8.6% | -21.6% | +30.2% | +17.1% |
| 10Y | +87.4% | +6.7% | +80.7% | +61.9% |
| All | +106.4% | +19.8% | +86.5% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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