+88.4%
GWW vs XYL
+15.2%
+73.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | -2.3% | -13.2% | +10.8% | +2.9% |
| 3M | -3.3% | -0.2% | -3.2% | -3.8% |
| 6M | +15.4% | -12.5% | +27.9% | +20.6% |
| YTD | +26.7% | -20.9% | +47.6% | +37.5% |
| 1Y | +29.0% | -21.6% | +50.5% | +40.3% |
| All | +88.4% | +15.2% | +73.2% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling