+16.2%
W vs XYL
-21.6%
+37.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +1.2% |
| 7D | +5.9% | +0.8% | +5.1% | +4.9% |
| 30D | -3.0% | -10.8% | +7.8% | +8.4% |
| 3M | +40.3% | -2.5% | +42.9% | +44.6% |
| 6M | +32.2% | -12.2% | +44.4% | +46.2% |
| YTD | -0.3% | -20.1% | +19.8% | +17.3% |
| 1Y | +16.2% | -20.6% | +36.8% | +43.1% |
| All | +16.2% | -21.6% | +37.8% | +43.1% |
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