+209.8%
W vs XYL
+232.4%
-22.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.3% |
| 7D | +3.3% | +2.1% | +1.2% | +1.8% |
| 30D | +10.5% | -3.4% | +13.9% | +11.5% |
| 3M | +9.6% | -17.2% | +26.8% | +27.0% |
| 6M | +76.4% | -12.0% | +88.4% | +94.7% |
| YTD | +16.4% | -26.3% | +42.7% | +49.2% |
| 1Y | +9.3% | -33.5% | +42.8% | +54.3% |
| 3Y | +172.8% | +6.4% | +166.4% | +168.1% |
| 5Y | -53.4% | -20.9% | -32.5% | -41.6% |
| 10Y | +243.6% | +120.8% | +122.8% | +142.3% |
| All | +209.8% | +232.4% | -22.6% | +86.9% |
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