+519.9%
WAT vs XYL
+394.7%
+125.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | +0.7% | -5.9% | +6.6% | +3.5% |
| 30D | +9.0% | -7.3% | +16.3% | +11.3% |
| 3M | +13.5% | -22.5% | +36.0% | +25.8% |
| 6M | +35.3% | -14.4% | +49.7% | +42.7% |
| YTD | +24.0% | -29.4% | +53.4% | +42.7% |
| 1Y | +22.0% | -35.6% | +57.6% | +46.7% |
| 3Y | +84.0% | +0.3% | +83.7% | +77.7% |
| 5Y | +34.4% | -22.3% | +56.7% | +42.7% |
| 10Y | +231.4% | +103.2% | +128.2% | +124.9% |
| All | +519.9% | +394.7% | +125.2% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling