+197.9%
WEC vs XYL
+100.4%
+97.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +2.3% | -3.7% | +6.1% | +3.3% |
| 30D | +11.1% | -8.3% | +19.4% | +13.0% |
| 3M | +8.4% | -21.4% | +29.9% | +14.6% |
| 6M | +7.5% | -12.9% | +20.4% | +10.5% |
| YTD | +15.3% | -30.1% | +45.4% | +24.8% |
| 1Y | +9.7% | -35.2% | +44.9% | +21.1% |
| 3Y | +64.7% | -0.8% | +65.4% | +58.4% |
| 5Y | +57.3% | -23.2% | +80.5% | +60.4% |
| All | +197.9% | +100.4% | +97.5% | +132.2% |
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 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