+388.6%
ACWI vs XYL
+408.9%
-20.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | -2.4% | +5.9% | -8.2% | -4.6% |
| 30D | -5.2% | -3.9% | -1.3% | -4.6% |
| 3M | -4.8% | -18.7% | +13.9% | +2.3% |
| 6M | -1.3% | -16.9% | +15.6% | +4.7% |
| YTD | +8.4% | -27.4% | +35.7% | +20.8% |
| 1Y | +11.0% | -34.0% | +45.0% | +28.8% |
| 3Y | +70.6% | +5.6% | +65.0% | +59.9% |
| 5Y | +55.3% | -20.6% | +75.9% | +60.3% |
| 10Y | +223.2% | +133.4% | +89.8% | +108.9% |
| All | +388.6% | +408.9% | -20.3% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling