+1,108.2%
GWW vs XYL
+389.9%
+718.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | +3.6% | -3.7% | +7.3% | +5.4% |
| 30D | +12.1% | -8.3% | +20.5% | +15.8% |
| 3M | +12.9% | -21.4% | +34.3% | +25.2% |
| 6M | +19.3% | -12.9% | +32.2% | +25.3% |
| YTD | +48.7% | -30.1% | +78.8% | +72.5% |
| 1Y | +60.5% | -35.2% | +95.7% | +93.3% |
| 3Y | +93.3% | -0.8% | +94.0% | +84.7% |
| 5Y | +219.0% | -23.2% | +242.2% | +239.2% |
| 10Y | +659.0% | +101.2% | +557.7% | +399.8% |
| All | +1,108.2% | +389.9% | +718.3% | +472.0% |
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