+142.1%
WBD vs XYL
+15.7%
+126.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.4% |
| 3M | +4.4% | -1.5% | +5.9% | +4.0% |
| 6M | +0.8% | -11.9% | +12.7% | +6.7% |
| YTD | -2.7% | -20.6% | +17.9% | +8.6% |
| 1Y | +73.4% | -23.5% | +96.9% | +98.4% |
| 3Y | +142.1% | +14.9% | +127.3% | +75.8% |
| All | +142.1% | +15.7% | +126.5% | +75.8% |
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