+991.6%
WDC vs XYL
-15.4%
+1,007.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.7% |
| 7D | +7.5% | +0.8% | +6.6% | +6.8% |
| 30D | +10.1% | -10.8% | +20.9% | +17.5% |
| 3M | -6.8% | -2.5% | -4.3% | -7.6% |
| 6M | +84.1% | -12.2% | +96.3% | +96.0% |
| YTD | +180.3% | -20.1% | +200.3% | +216.4% |
| 1Y | +411.1% | -20.6% | +431.7% | +481.0% |
| 3Y | +1,375.0% | +17.3% | +1,357.7% | +1,243.1% |
| 5Y | +991.6% | -14.5% | +1,006.1% | +928.2% |
| All | +991.6% | -15.4% | +1,007.0% | +928.2% |
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