+3.5%
W vs XYL
-36.1%
+39.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.9% |
| 7D | -7.4% | -5.9% | -1.5% | -3.5% |
| 30D | +7.8% | -7.3% | +15.1% | +10.9% |
| 3M | +10.9% | -22.5% | +33.4% | +34.3% |
| 6M | +86.4% | -14.4% | +100.9% | +106.3% |
| YTD | +14.0% | -29.4% | +43.3% | +39.9% |
| 1Y | +3.5% | -35.6% | +39.1% | +41.1% |
| All | +3.5% | -36.1% | +39.6% | +41.1% |
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 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