+49.3%
SW vs XYL
+7.6%
+41.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | +4.7% | +10.2% | -5.6% | -0.3% |
| 30D | +5.0% | -4.3% | +9.3% | +6.1% |
| 3M | -7.3% | -17.8% | +10.5% | +1.7% |
| 6M | +15.0% | -13.4% | +28.4% | +22.7% |
| YTD | +18.5% | -25.7% | +44.2% | +35.1% |
| 1Y | +27.1% | -32.7% | +59.8% | +52.7% |
| All | +49.3% | +7.6% | +41.6% | +47.1% |
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