+1,551.9%
GLW vs XYL
+449.8%
+1,102.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.9% |
| 7D | +3.8% | -5.0% | +8.8% | +6.9% |
| 30D | -1.3% | -13.2% | +11.9% | +7.1% |
| 3M | -21.8% | -3.7% | -18.1% | -20.9% |
| 6M | +6.9% | -17.7% | +24.6% | +19.5% |
| YTD | +77.2% | -21.5% | +98.7% | +102.4% |
| 1Y | +123.2% | -24.5% | +147.7% | +161.2% |
| 3Y | +400.0% | +6.9% | +393.1% | +366.6% |
| 5Y | +342.8% | -18.1% | +360.9% | +371.9% |
| 10Y | +771.4% | +134.7% | +636.7% | +405.4% |
| All | +1,551.9% | +449.8% | +1,102.1% | +552.0% |
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