+63.2%
WEC vs XYL
+0.5%
+62.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -0.5% | -5.9% | +5.3% | +0.2% |
| 30D | +12.0% | -7.3% | +19.3% | +12.6% |
| 3M | +11.1% | -22.5% | +33.6% | +14.1% |
| 6M | +6.0% | -14.4% | +20.4% | +7.5% |
| YTD | +14.3% | -29.4% | +43.7% | +18.1% |
| 1Y | +8.0% | -35.6% | +43.6% | +13.0% |
| All | +63.2% | +0.5% | +62.6% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling