+85.8%
WAT vs XYL
+3.5%
+82.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.7% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | +9.6% | -5.7% | +15.3% | +10.8% |
| 3M | +15.5% | -19.8% | +35.3% | +26.7% |
| 6M | +33.9% | -14.2% | +48.1% | +41.2% |
| YTD | +25.2% | -28.1% | +53.3% | +44.3% |
| 1Y | +26.3% | -35.0% | +61.3% | +54.1% |
| 3Y | +85.8% | +2.1% | +83.7% | +51.8% |
| All | +85.8% | +3.5% | +82.4% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling