+19.6%
CDW vs XYL
-36.5%
+56.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.1% |
| 7D | +9.1% | -6.0% | +15.1% | +11.0% |
| 30D | +13.7% | -8.3% | +22.0% | +15.9% |
| 3M | +27.0% | -22.6% | +49.6% | +36.1% |
| 6M | +75.9% | -15.0% | +90.9% | +83.7% |
| YTD | +28.9% | -30.2% | +59.1% | +45.2% |
| 1Y | +19.6% | -36.4% | +56.0% | +43.7% |
| All | +19.6% | -36.5% | +56.1% | +43.7% |
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 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