+951.5%
WAB vs XYL
+449.8%
+501.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +2.0% |
| 7D | -3.2% | -5.0% | +1.8% | -0.1% |
| 30D | -4.4% | -13.2% | +8.8% | +4.0% |
| 3M | +7.9% | -3.7% | +11.6% | +9.9% |
| 6M | +8.7% | -17.7% | +26.4% | +21.8% |
| YTD | +33.0% | -21.5% | +54.5% | +52.3% |
| 1Y | +46.7% | -24.5% | +71.1% | +72.0% |
| 3Y | +153.0% | +6.9% | +146.1% | +136.0% |
| 5Y | +222.3% | -18.1% | +240.3% | +244.9% |
| 10Y | +291.0% | +134.7% | +156.3% | +125.3% |
| All | +951.5% | +449.8% | +501.8% | +295.3% |
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