+226.1%
ACWI vs XYL
+100.1%
+126.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.1% |
| 7D | +2.7% | -6.0% | +8.7% | +5.3% |
| 30D | -2.6% | -8.3% | +5.7% | -0.1% |
| 3M | -3.2% | -22.6% | +19.4% | +6.4% |
| 6M | +1.9% | -15.0% | +16.9% | +7.1% |
| YTD | +11.3% | -30.2% | +41.5% | +26.6% |
| 1Y | +11.7% | -36.4% | +48.0% | +32.2% |
| 3Y | +74.4% | -0.9% | +75.3% | +66.7% |
| 5Y | +59.5% | -23.4% | +82.8% | +66.7% |
| All | +226.1% | +100.1% | +126.1% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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