+1,023.9%
SW vs XYL
+449.8%
+574.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | -5.1% | -5.0% | 0.0% | -4.0% |
| 30D | -4.6% | -13.2% | +8.6% | -1.6% |
| 3M | +9.4% | -3.7% | +13.1% | +10.5% |
| 6M | +3.5% | -17.7% | +21.2% | +7.9% |
| YTD | +22.0% | -21.5% | +43.6% | +28.3% |
| 1Y | +2.2% | -24.5% | +26.7% | +8.2% |
| 3Y | +19.6% | +6.9% | +12.7% | +18.8% |
| 5Y | -2.3% | -18.1% | +15.7% | -0.6% |
| 10Y | +181.4% | +134.7% | +46.6% | +158.4% |
| All | +1,023.9% | +449.8% | +574.2% | +1,095.4% |
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