+21.5%
CDW vs XYL
-30.7%
+52.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.0% | +7.7% | +11.3% |
| 7D | +3.7% | +14.5% | -10.8% | +0.3% |
| 30D | +26.0% | -1.3% | +27.3% | +25.8% |
| 3M | +10.1% | -17.0% | +27.1% | +15.8% |
| 6M | +26.1% | -11.3% | +37.4% | +29.8% |
| YTD | +25.9% | -25.0% | +50.8% | +39.1% |
| 1Y | +21.5% | -31.5% | +53.1% | +46.2% |
| All | +21.5% | -30.7% | +52.2% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling