+1,188.5%
WDC vs XYL
+150.5%
+1,038.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.3% |
| 7D | -4.3% | +1.2% | -5.5% | -5.1% |
| 30D | -1.5% | -11.9% | +10.5% | +7.4% |
| 3M | -15.5% | -1.5% | -13.9% | -16.7% |
| 6M | +66.5% | -11.9% | +78.4% | +78.7% |
| YTD | +159.9% | -20.6% | +180.4% | +200.1% |
| 1Y | +366.0% | -23.5% | +389.5% | +454.5% |
| 3Y | +1,285.8% | +14.9% | +1,271.0% | +1,119.5% |
| 5Y | +925.6% | -15.3% | +940.9% | +994.1% |
| All | +1,188.5% | +150.5% | +1,038.1% | +594.0% |
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 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