+24.3%
W vs XYL
-30.7%
+55.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.0% | +6.0% | +7.7% |
| 7D | +8.4% | +14.5% | -6.2% | -0.8% |
| 30D | +16.5% | -1.3% | +17.8% | +14.7% |
| 3M | +6.4% | -17.0% | +23.4% | +23.0% |
| 6M | +90.5% | -11.3% | +101.9% | +105.9% |
| YTD | +23.1% | -25.0% | +48.0% | +45.3% |
| 1Y | +24.3% | -31.5% | +55.8% | +72.6% |
| All | +24.3% | -30.7% | +55.0% | +72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling