+739.1%
EWT vs XYL
+459.9%
+279.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +9.4% | -10.8% | +20.2% | +13.9% |
| 3M | +10.9% | -2.5% | +13.4% | +11.3% |
| 6M | +57.9% | -12.2% | +70.1% | +64.5% |
| YTD | +75.9% | -20.1% | +96.0% | +88.9% |
| 1Y | +89.7% | -20.6% | +110.4% | +104.1% |
| 3Y | +200.9% | +17.3% | +183.5% | +177.9% |
| 5Y | +154.5% | -14.5% | +169.0% | +157.6% |
| 10Y | +520.8% | +150.2% | +370.6% | +310.7% |
| All | +739.1% | +459.9% | +279.2% | +317.0% |
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