+36.3%
DIS vs XYL
+113.6%
-77.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.2% |
| 7D | +4.4% | +0.6% | +3.8% | +4.1% |
| 30D | +10.3% | -5.7% | +16.0% | +12.3% |
| 3M | +15.5% | -19.8% | +35.3% | +26.5% |
| 6M | +11.2% | -14.2% | +25.4% | +17.5% |
| YTD | +5.6% | -28.1% | +33.7% | +20.4% |
| 1Y | +7.7% | -35.0% | +42.7% | +29.1% |
| 3Y | +39.3% | +2.1% | +37.2% | +30.7% |
| 5Y | -29.5% | -22.1% | -7.4% | -26.1% |
| 10Y | +36.3% | +107.0% | -70.7% | -4.3% |
| All | +36.3% | +113.6% | -77.4% | -4.3% |
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