-2.6%
SW vs XYL
-21.3%
+18.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | +2.3% | +5.9% | -3.6% | +0.2% |
| 30D | +6.8% | -3.9% | +10.7% | +7.5% |
| 3M | -5.2% | -18.7% | +13.5% | +1.6% |
| 6M | +7.4% | -16.9% | +24.3% | +14.3% |
| YTD | +17.4% | -27.4% | +44.8% | +30.2% |
| 1Y | +27.1% | -34.0% | +61.1% | +45.6% |
| 3Y | +47.9% | +5.6% | +42.3% | +47.3% |
| All | -2.6% | -21.3% | +18.8% | -6.3% |
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 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