+274.9%
CDW vs XYL
+143.3%
+131.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.1% | -6.8% |
| 7D | -3.9% | +1.8% | -5.7% | -4.9% |
| 30D | +6.9% | -9.2% | +16.1% | +12.4% |
| 3M | +7.7% | -0.3% | +8.0% | +7.2% |
| 6M | +18.3% | -11.0% | +29.3% | +24.5% |
| YTD | +7.8% | -19.2% | +27.0% | +19.4% |
| 1Y | -12.2% | -21.2% | +9.0% | -1.4% |
| 3Y | -28.9% | +18.6% | -47.6% | -37.8% |
| 5Y | -22.8% | -14.3% | -8.5% | -20.8% |
| All | +274.9% | +143.3% | +131.5% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling