+19.6%
SW vs XYL
+8.6%
+11.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.4% |
| 7D | -5.1% | -5.0% | 0.0% | -2.4% |
| 30D | -4.6% | -13.2% | +8.6% | +3.1% |
| 3M | +9.4% | -3.7% | +13.1% | +12.1% |
| 6M | +3.5% | -17.7% | +21.2% | +14.2% |
| YTD | +22.0% | -21.5% | +43.6% | +36.9% |
| 1Y | +2.2% | -24.5% | +26.7% | +16.8% |
| All | +19.6% | +8.6% | +11.0% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling