+195.5%
WEC vs XYL
+100.4%
+95.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.5% | -3.7% | +5.2% | +2.5% |
| 30D | +10.2% | -8.3% | +18.5% | +12.1% |
| 3M | +7.6% | -21.4% | +29.0% | +13.7% |
| 6M | +6.6% | -12.9% | +19.6% | +9.6% |
| YTD | +14.4% | -30.1% | +44.5% | +23.8% |
| 1Y | +8.8% | -35.2% | +44.0% | +20.2% |
| 3Y | +63.3% | -0.8% | +64.1% | +57.1% |
| 5Y | +56.0% | -23.2% | +79.2% | +59.1% |
| All | +195.5% | +100.4% | +95.1% | +130.3% |
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