-29.4%
EW vs XYL
-14.7%
-14.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -4.7% |
| 7D | -4.4% | +1.8% | -6.2% | -5.1% |
| 30D | -3.3% | -9.2% | +5.9% | +0.2% |
| 3M | +1.0% | -0.3% | +1.3% | +0.6% |
| 6M | +6.2% | -11.0% | +17.2% | +10.3% |
| YTD | +1.7% | -19.2% | +20.9% | +9.4% |
| 1Y | +8.1% | -21.2% | +29.3% | +17.3% |
| 3Y | +17.1% | +18.6% | -1.5% | +1.6% |
| 5Y | -29.4% | -14.3% | -15.0% | -27.9% |
| All | -29.4% | -14.7% | -14.7% | -27.9% |
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