+791.3%
EW vs XYL
+394.7%
+396.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | +6.5% | -5.9% | +12.4% | +8.9% |
| 30D | +22.5% | -7.3% | +29.8% | +25.0% |
| 3M | +13.0% | -22.5% | +35.5% | +23.3% |
| 6M | +37.1% | -14.4% | +51.5% | +43.5% |
| YTD | +24.1% | -29.4% | +53.5% | +39.4% |
| 1Y | +24.2% | -35.6% | +59.9% | +44.7% |
| 3Y | +64.8% | +0.3% | +64.5% | +56.7% |
| 5Y | -7.4% | -22.3% | +14.9% | -4.5% |
| 10Y | +248.8% | +103.2% | +145.6% | +148.6% |
| All | +791.3% | +394.7% | +396.6% | +394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling