+222.5%
GWW vs XYL
-23.3%
+245.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | +3.6% | -3.7% | +7.3% | +5.1% |
| 30D | +12.1% | -8.3% | +20.5% | +15.3% |
| 3M | +12.9% | -21.4% | +34.3% | +23.9% |
| 6M | +19.3% | -12.9% | +32.2% | +24.5% |
| YTD | +48.7% | -30.1% | +78.8% | +70.3% |
| 1Y | +60.5% | -35.2% | +95.7% | +90.5% |
| 3Y | +93.3% | -0.8% | +94.0% | +82.6% |
| All | +222.5% | -23.3% | +245.8% | +234.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling