+551.6%
AWK vs XYL
+449.8%
+101.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +1.7% | -5.0% | +6.8% | +3.2% |
| 30D | +5.6% | -13.2% | +18.8% | +9.7% |
| 3M | +15.9% | -3.7% | +19.6% | +16.9% |
| 6M | +4.6% | -17.7% | +22.3% | +9.8% |
| YTD | +10.1% | -21.5% | +31.6% | +16.8% |
| 1Y | +2.1% | -24.5% | +26.6% | +9.3% |
| 3Y | +9.8% | +6.9% | +2.9% | +4.2% |
| 5Y | -15.4% | -18.1% | +2.7% | -14.9% |
| 10Y | +129.4% | +134.7% | -5.3% | +75.7% |
| All | +551.6% | +449.8% | +101.8% | +338.7% |
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 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