-6.1%
RDW vs XYL
-16.2%
+10.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +0.9% | +1.2% | -0.3% | -0.1% |
| 30D | -21.3% | -11.9% | -9.3% | -12.0% |
| 3M | -37.9% | -1.5% | -36.3% | -38.9% |
| 6M | +12.3% | -11.9% | +24.2% | +23.1% |
| YTD | +39.7% | -20.6% | +60.3% | +68.8% |
| 1Y | +25.7% | -23.5% | +49.2% | +58.2% |
| 3Y | +230.8% | +14.9% | +216.0% | +210.9% |
| All | -6.1% | -16.2% | +10.1% | -13.2% |
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