+349.9%
WELL vs XYL
+149.5%
+200.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -2.2% | -1.2% | -1.0% | -1.8% |
| 30D | +4.7% | -13.2% | +17.9% | +10.6% |
| 3M | +11.9% | -0.2% | +12.1% | +11.4% |
| 6M | +14.3% | -12.5% | +26.8% | +19.6% |
| YTD | +28.4% | -20.9% | +49.2% | +39.1% |
| 1Y | +42.3% | -21.6% | +63.8% | +54.4% |
| 3Y | +202.6% | +16.1% | +186.4% | +167.1% |
| 5Y | +206.5% | -15.6% | +222.1% | +208.6% |
| All | +349.9% | +149.5% | +200.4% | +228.5% |
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