+142.1%
WEC vs XYL
+149.5%
-7.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | -1.3% | -1.2% | 0.0% | -1.0% |
| 30D | -0.4% | -13.2% | +12.8% | +3.2% |
| 3M | -6.8% | -0.2% | -6.6% | -7.0% |
| 6M | -6.4% | -12.5% | +6.1% | -3.6% |
| YTD | +2.5% | -20.9% | +23.4% | +8.0% |
| 1Y | -0.4% | -21.6% | +21.2% | +5.1% |
| 3Y | +38.5% | +16.1% | +22.4% | +28.5% |
| 5Y | +31.7% | -15.6% | +47.3% | +31.8% |
| All | +142.1% | +149.5% | -7.4% | +85.4% |
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