+163.6%
W vs XYL
+254.0%
-90.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.6% | +4.4% |
| 7D | -4.2% | -5.0% | +0.9% | +0.6% |
| 30D | -7.6% | -13.2% | +5.6% | +5.3% |
| 3M | +37.2% | -3.7% | +40.9% | +42.6% |
| 6M | +26.3% | -17.7% | +44.0% | +50.7% |
| YTD | -1.0% | -21.5% | +20.5% | +23.0% |
| 1Y | +20.1% | -24.5% | +44.6% | +54.9% |
| 3Y | +37.8% | +6.9% | +30.9% | +37.8% |
| 5Y | -63.7% | -18.1% | -45.6% | -55.2% |
| 10Y | +156.3% | +134.7% | +21.6% | +75.4% |
| All | +163.6% | +254.0% | -90.4% | +54.1% |
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 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