+11.4%
WBD vs XYL
+150.5%
-139.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -0.7% | +1.2% | -1.9% | -1.4% |
| 30D | +1.4% | -11.9% | +13.4% | +7.9% |
| 3M | +4.4% | -1.5% | +5.9% | +4.4% |
| 6M | +0.8% | -11.9% | +12.7% | +6.2% |
| YTD | -2.7% | -20.6% | +17.9% | +7.2% |
| 1Y | +73.4% | -23.5% | +96.9% | +94.6% |
| 3Y | +142.1% | +14.9% | +127.3% | +119.9% |
| 5Y | +7.2% | -15.3% | +22.5% | +9.3% |
| All | +11.4% | +150.5% | -139.1% | -26.5% |
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