+1,434.5%
SHW vs XYL
+389.9%
+1,044.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.9% | -3.7% | +5.6% | +3.7% |
| 30D | +8.1% | -8.3% | +16.4% | +11.9% |
| 3M | -2.8% | -21.4% | +18.6% | +7.8% |
| 6M | +15.0% | -12.9% | +28.0% | +21.8% |
| YTD | +9.0% | -30.1% | +39.1% | +26.6% |
| 1Y | +4.5% | -35.2% | +39.6% | +25.5% |
| 3Y | +41.9% | -0.8% | +42.6% | +39.4% |
| 5Y | +10.7% | -23.2% | +34.0% | +19.4% |
| 10Y | +340.4% | +101.2% | +239.1% | +219.7% |
| All | +1,434.5% | +389.9% | +1,044.6% | +783.3% |
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