+513.6%
EWT vs XYL
+150.5%
+363.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -1.1% | +1.2% | -2.3% | -1.6% |
| 30D | +4.5% | -11.9% | +16.4% | +9.3% |
| 3M | +8.3% | -1.5% | +9.8% | +8.2% |
| 6M | +54.2% | -11.9% | +66.1% | +60.5% |
| YTD | +74.6% | -20.6% | +95.2% | +88.0% |
| 1Y | +84.9% | -23.5% | +108.4% | +101.9% |
| 3Y | +197.5% | +14.9% | +182.7% | +176.5% |
| 5Y | +150.6% | -15.3% | +165.9% | +154.5% |
| All | +513.6% | +150.5% | +363.1% | +341.1% |
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