+642.9%
WDC vs XYL
+100.4%
+542.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | -3.7% | +15.8% | +14.8% |
| 30D | -18.8% | -8.3% | -10.5% | -16.7% |
| 3M | -39.3% | -21.4% | -17.9% | -30.9% |
| 6M | -40.1% | -12.9% | -27.2% | -38.0% |
| YTD | +71.8% | -30.1% | +101.9% | +109.1% |
| 1Y | +88.5% | -35.2% | +123.6% | +142.7% |
| 3Y | +770.0% | -0.8% | +770.8% | +721.4% |
| 5Y | +549.0% | -23.2% | +572.3% | +616.6% |
| All | +642.9% | +100.4% | +542.5% | +329.3% |
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