+35.3%
WAT vs XYL
-22.7%
+58.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.9% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | +9.6% | -5.7% | +15.3% | +11.1% |
| 3M | +15.5% | -19.8% | +35.3% | +26.9% |
| 6M | +33.9% | -14.2% | +48.1% | +41.6% |
| YTD | +25.2% | -28.1% | +53.3% | +44.5% |
| 1Y | +26.3% | -35.0% | +61.3% | +53.9% |
| 3Y | +85.8% | +2.1% | +83.7% | +74.5% |
| 5Y | +35.3% | -22.1% | +57.4% | +43.6% |
| All | +35.3% | -22.7% | +58.0% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling