+944.0%
GWW vs XYL
+466.0%
+478.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.6% | -4.1% |
| 7D | -1.5% | +1.8% | -3.3% | -2.5% |
| 30D | +1.1% | -9.2% | +10.3% | +5.8% |
| 3M | -1.0% | -0.3% | -0.7% | -1.4% |
| 6M | +16.3% | -11.0% | +27.3% | +22.0% |
| YTD | +28.5% | -19.2% | +47.7% | +40.7% |
| 1Y | +30.3% | -21.2% | +51.5% | +44.3% |
| 3Y | +91.6% | +18.6% | +73.0% | +69.6% |
| 5Y | +224.0% | -14.3% | +238.3% | +230.1% |
| 10Y | +551.3% | +141.0% | +410.3% | +298.9% |
| All | +944.0% | +466.0% | +478.1% | +366.5% |
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 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