+40.6%
GLW vs XYL
-30.7%
+71.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.8% | -7.4% |
| 7D | -9.5% | +14.5% | -24.0% | -13.9% |
| 30D | -25.5% | -1.3% | -24.1% | -25.8% |
| 3M | -25.6% | -17.0% | -8.6% | -18.3% |
| 6M | -25.5% | -11.3% | -14.2% | -24.2% |
| YTD | +36.4% | -25.0% | +61.3% | +48.7% |
| 1Y | +40.6% | -31.5% | +72.1% | +71.0% |
| All | +40.6% | -30.7% | +71.3% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling