+31.9%
DIS vs XYL
+100.4%
-68.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +1.9% | -3.7% | +5.6% | +3.7% |
| 30D | +9.2% | -8.3% | +17.5% | +12.6% |
| 3M | +13.5% | -21.4% | +34.9% | +25.5% |
| 6M | +14.3% | -12.9% | +27.2% | +19.8% |
| YTD | +5.4% | -30.1% | +35.4% | +21.7% |
| 1Y | +12.2% | -35.2% | +47.3% | +34.4% |
| 3Y | +37.2% | -0.8% | +38.0% | +30.4% |
| 5Y | -23.1% | -23.2% | +0.1% | -19.0% |
| All | +31.9% | +100.4% | -68.5% | -6.3% |
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