+167.9%
WAT vs XYL
+140.7%
+27.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.0% |
| 7D | -1.8% | +0.8% | -2.6% | -2.3% |
| 30D | -1.7% | -10.8% | +9.2% | +4.2% |
| 3M | +9.1% | -2.5% | +11.6% | +10.1% |
| 6M | +32.4% | -12.2% | +44.6% | +40.8% |
| YTD | +6.6% | -20.1% | +26.7% | +18.6% |
| 1Y | +34.7% | -20.6% | +55.4% | +50.4% |
| 3Y | +53.6% | +17.3% | +36.3% | +38.3% |
| 5Y | -4.1% | -14.5% | +10.4% | -1.2% |
| 10Y | +167.9% | +150.2% | +17.7% | +60.9% |
| All | +167.9% | +140.7% | +27.2% | +60.9% |
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 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