+203.4%
W vs XYL
+218.5%
-15.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +3.3% |
| 7D | -7.4% | -5.9% | -1.5% | -2.2% |
| 30D | +7.8% | -7.3% | +15.1% | +12.8% |
| 3M | +10.9% | -22.5% | +33.4% | +36.4% |
| 6M | +86.4% | -14.4% | +100.9% | +110.6% |
| YTD | +14.0% | -29.4% | +43.3% | +51.7% |
| 1Y | +3.5% | -35.6% | +39.1% | +50.3% |
| 3Y | +164.8% | +0.3% | +164.5% | +174.0% |
| 5Y | -53.1% | -22.3% | -30.8% | -39.9% |
| 10Y | +220.4% | +103.2% | +117.2% | +138.4% |
| All | +203.4% | +218.5% | -15.2% | +90.1% |
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