+11.1%
RDW vs XYL
-30.7%
+41.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.0% | -9.9% | -6.2% |
| 7D | -14.3% | +14.5% | -28.8% | -18.1% |
| 30D | -26.0% | -1.3% | -24.6% | -27.1% |
| 3M | -27.4% | -17.0% | -10.4% | -19.3% |
| 6M | -10.6% | -11.3% | +0.7% | -9.5% |
| YTD | +1.6% | -25.0% | +26.5% | +17.1% |
| 1Y | +11.1% | -31.5% | +42.6% | +61.6% |
| All | +11.1% | -30.7% | +41.8% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling