+1,379.2%
WDC vs XYL
+17.7%
+1,361.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.8% | +0.2% |
| 7D | +6.0% | +1.8% | +4.2% | +4.7% |
| 30D | +9.9% | -9.2% | +19.2% | +16.6% |
| 3M | -9.4% | -0.3% | -9.1% | -12.5% |
| 6M | +94.7% | -11.0% | +105.7% | +106.2% |
| YTD | +177.4% | -19.2% | +196.6% | +215.3% |
| 1Y | +412.6% | -21.2% | +433.8% | +495.8% |
| All | +1,379.2% | +17.7% | +1,361.5% | +1,457.0% |
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 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