+438.9%
WAT vs XYL
+449.8%
-10.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | 0.0% |
| 7D | -1.3% | -5.0% | +3.8% | +1.2% |
| 30D | +2.3% | -13.2% | +15.6% | +9.5% |
| 3M | +8.7% | -3.7% | +12.5% | +10.4% |
| 6M | +28.3% | -17.7% | +46.0% | +40.2% |
| YTD | +7.8% | -21.5% | +29.3% | +20.1% |
| 1Y | +36.6% | -24.5% | +61.1% | +55.1% |
| 3Y | +45.7% | +6.9% | +38.7% | +38.7% |
| 5Y | -3.3% | -18.1% | +14.8% | +1.7% |
| 10Y | +162.1% | +134.7% | +27.4% | +69.7% |
| All | +438.9% | +449.8% | -10.8% | +152.4% |
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