-35.9%
DOW vs XYL
-15.4%
-20.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -6.0% | +0.8% | -6.9% | -6.4% |
| 30D | -2.7% | -10.8% | +8.1% | +1.9% |
| 3M | -10.5% | -2.5% | -7.9% | -10.4% |
| 6M | -12.4% | -12.2% | -0.3% | -8.6% |
| YTD | +30.0% | -20.1% | +50.1% | +41.3% |
| 1Y | +27.8% | -20.6% | +48.4% | +39.7% |
| 3Y | -34.9% | +17.3% | -52.3% | -41.0% |
| 5Y | -35.9% | -14.5% | -21.4% | -39.9% |
| All | -35.9% | -15.4% | -20.4% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling