-16.7%
AWK vs XYL
-15.4%
-1.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.2% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +4.3% | -10.8% | +15.1% | +7.4% |
| 3M | +12.5% | -2.5% | +15.1% | +13.1% |
| 6M | +3.3% | -12.2% | +15.5% | +6.5% |
| YTD | +9.8% | -20.1% | +29.8% | +15.7% |
| 1Y | +2.9% | -20.6% | +23.6% | +8.5% |
| 3Y | +9.6% | +17.3% | -7.7% | -2.6% |
| 5Y | -16.7% | -14.5% | -2.2% | -21.5% |
| All | -16.7% | -15.4% | -1.2% | -21.5% |
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