+210.1%
W vs XYL
+100.4%
+109.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +0.2% | -3.7% | +3.9% | +3.9% |
| 30D | +6.8% | -8.3% | +15.1% | +13.3% |
| 3M | +10.7% | -21.4% | +32.1% | +36.1% |
| 6M | +86.3% | -12.9% | +99.3% | +108.4% |
| YTD | +11.5% | -30.1% | +41.5% | +52.5% |
| 1Y | +5.1% | -35.2% | +40.3% | +55.1% |
| 3Y | +171.0% | -0.8% | +171.8% | +181.3% |
| 5Y | -56.6% | -23.2% | -33.4% | -43.5% |
| All | +210.1% | +100.4% | +109.7% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling