+1,608.4%
WDC vs XYL
+389.9%
+1,218.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | -3.7% | +15.8% | +14.7% |
| 30D | -18.8% | -8.3% | -10.5% | -16.8% |
| 3M | -39.3% | -21.4% | -17.9% | -31.6% |
| 6M | -40.1% | -12.9% | -27.2% | -38.0% |
| YTD | +71.8% | -30.1% | +101.9% | +106.1% |
| 1Y | +88.5% | -35.2% | +123.6% | +137.9% |
| 3Y | +770.0% | -0.8% | +770.8% | +732.7% |
| 5Y | +549.0% | -23.2% | +572.3% | +611.7% |
| 10Y | +650.3% | +101.2% | +549.1% | +362.1% |
| All | +1,608.4% | +389.9% | +1,218.5% | +588.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling