+205.4%
WELL vs XYL
+3.5%
+202.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.6% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +9.8% | -5.7% | +15.6% | +10.9% |
| 3M | +5.8% | -19.8% | +25.6% | +9.1% |
| 6M | +16.2% | -14.2% | +30.4% | +18.6% |
| YTD | +34.9% | -28.1% | +63.0% | +41.0% |
| 1Y | +31.0% | -35.0% | +66.0% | +39.6% |
| 3Y | +205.4% | +2.1% | +203.3% | +164.1% |
| All | +205.4% | +3.5% | +202.0% | +164.1% |
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