+59.1%
ACWI vs XYL
-23.3%
+82.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +2.4% | -3.7% | +6.2% | +3.8% |
| 30D | -1.7% | -8.3% | +6.7% | +0.5% |
| 3M | -3.9% | -21.4% | +17.5% | +4.1% |
| 6M | +0.8% | -12.9% | +13.7% | +4.3% |
| YTD | +11.0% | -30.1% | +41.1% | +24.8% |
| 1Y | +13.1% | -35.2% | +48.2% | +31.2% |
| 3Y | +73.9% | -0.8% | +74.6% | +64.5% |
| All | +59.1% | -23.3% | +82.4% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling