+2,600.3%
WDC vs XYL
+449.8%
+2,150.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.9% | +7.2% |
| 7D | +1.7% | -5.0% | +6.8% | +5.1% |
| 30D | -10.0% | -13.2% | +3.3% | -1.5% |
| 3M | -18.8% | -3.7% | -15.0% | -18.4% |
| 6M | +79.0% | -17.7% | +96.7% | +100.2% |
| YTD | +171.6% | -21.5% | +193.1% | +212.6% |
| 1Y | +417.4% | -24.5% | +441.9% | +512.1% |
| 3Y | +1,251.8% | +6.9% | +1,244.8% | +1,167.7% |
| 5Y | +911.7% | -18.1% | +929.8% | +997.5% |
| 10Y | +1,399.6% | +134.7% | +1,264.9% | +768.3% |
| All | +2,600.3% | +449.8% | +2,150.5% | +944.0% |
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 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