+27.3%
WAT vs XYL
-30.7%
+58.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.6% |
| 7D | -1.9% | +14.5% | -16.5% | -5.0% |
| 30D | +6.2% | -1.3% | +7.6% | +5.5% |
| 3M | +18.1% | -17.0% | +35.0% | +26.6% |
| 6M | +54.9% | -11.3% | +66.2% | +60.7% |
| YTD | +23.1% | -25.0% | +48.1% | +34.2% |
| 1Y | +27.3% | -31.5% | +58.8% | +47.9% |
| All | +27.3% | -30.7% | +58.0% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling