+298.9%
CDW vs XYL
+100.4%
+198.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +9.3% | -3.7% | +13.1% | +11.5% |
| 30D | +14.4% | -8.3% | +22.7% | +18.6% |
| 3M | +21.4% | -21.4% | +42.8% | +36.6% |
| 6M | +72.8% | -12.9% | +85.7% | +82.9% |
| YTD | +28.0% | -30.1% | +58.1% | +51.8% |
| 1Y | +19.3% | -35.2% | +54.5% | +47.7% |
| 3Y | -15.3% | -0.8% | -14.5% | -19.1% |
| 5Y | -3.8% | -23.2% | +19.4% | +3.6% |
| All | +298.9% | +100.4% | +198.5% | +166.3% |
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