+185.4%
SW vs XYL
+134.2%
+51.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +4.7% | +10.2% | -5.6% | +1.5% |
| 30D | +5.0% | -4.3% | +9.3% | +5.9% |
| 3M | -7.3% | -17.8% | +10.5% | -2.1% |
| 6M | +15.0% | -13.4% | +28.4% | +19.8% |
| YTD | +18.5% | -25.7% | +44.2% | +28.6% |
| 1Y | +27.1% | -32.7% | +59.8% | +42.0% |
| 3Y | +49.3% | +7.1% | +42.2% | +46.7% |
| 5Y | -1.6% | -18.7% | +17.1% | +1.4% |
| All | +185.4% | +134.2% | +51.2% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling