+7.8%
WBD vs XYL
-15.8%
+23.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.6% |
| 7D | -0.6% | -1.2% | +0.6% | 0.0% |
| 30D | +4.2% | -13.2% | +17.3% | +12.3% |
| 3M | +7.5% | -0.2% | +7.7% | +6.5% |
| 6M | +1.6% | -12.5% | +14.1% | +7.9% |
| YTD | -2.2% | -20.9% | +18.7% | +9.2% |
| 1Y | +124.9% | -21.6% | +146.4% | +152.5% |
| 3Y | +149.1% | +16.1% | +133.0% | +117.6% |
| 5Y | +7.8% | -15.6% | +23.5% | -8.0% |
| All | +7.8% | -15.8% | +23.6% | -8.0% |
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