+231.4%
WAT vs XYL
+104.0%
+127.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | +0.7% | -5.9% | +6.6% | +3.7% |
| 30D | +9.0% | -7.3% | +16.3% | +11.4% |
| 3M | +13.5% | -22.5% | +36.0% | +26.8% |
| 6M | +35.3% | -14.4% | +49.7% | +43.2% |
| YTD | +24.0% | -29.4% | +53.4% | +44.2% |
| 1Y | +22.0% | -35.6% | +57.6% | +48.8% |
| 3Y | +84.0% | +0.3% | +83.7% | +76.3% |
| 5Y | +34.4% | -22.3% | +56.7% | +42.7% |
| 10Y | +231.4% | +103.2% | +128.2% | +125.0% |
| All | +231.4% | +104.0% | +127.5% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling