-12.8%
EW vs XYL
-20.5%
+7.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +2.0% |
| 7D | +12.3% | +2.1% | +10.2% | +11.5% |
| 30D | +22.9% | -3.4% | +26.2% | +23.4% |
| 3M | +16.7% | -17.2% | +33.9% | +23.9% |
| 6M | +31.0% | -12.0% | +43.0% | +35.4% |
| YTD | +22.8% | -26.3% | +49.1% | +35.3% |
| 1Y | +25.6% | -33.5% | +59.0% | +44.0% |
| 3Y | +62.0% | +6.4% | +55.6% | +45.5% |
| 5Y | -12.8% | -20.9% | +8.1% | -0.6% |
| All | -12.8% | -20.5% | +7.7% | -0.6% |
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