+225.5%
GWW vs XYL
-16.2%
+241.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -3.4% | +1.2% | -4.6% | -3.9% |
| 30D | -1.9% | -11.9% | +10.0% | +3.6% |
| 3M | -2.4% | -1.5% | -0.9% | -2.2% |
| 6M | +15.7% | -11.9% | +27.6% | +21.4% |
| YTD | +27.6% | -20.6% | +48.2% | +39.7% |
| 1Y | +27.2% | -23.5% | +50.7% | +41.7% |
| 3Y | +89.7% | +14.9% | +74.8% | +70.4% |
| All | +225.5% | -16.2% | +241.7% | +211.9% |
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