+222.9%
WAB vs XYL
-15.4%
+238.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | +0.2% | +0.8% | -0.6% | -0.3% |
| 30D | -4.6% | -10.8% | +6.3% | +1.7% |
| 3M | +5.6% | -2.5% | +8.2% | +6.7% |
| 6M | +13.8% | -12.2% | +26.0% | +21.8% |
| YTD | +31.9% | -20.1% | +51.9% | +47.9% |
| 1Y | +48.3% | -20.6% | +68.9% | +67.1% |
| 3Y | +167.1% | +17.3% | +149.8% | +137.7% |
| 5Y | +222.9% | -14.5% | +237.4% | +214.4% |
| All | +222.9% | -15.4% | +238.3% | +214.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling