+220.8%
WELL vs XYL
-22.7%
+243.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.8% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +9.8% | -5.7% | +15.6% | +11.3% |
| 3M | +5.8% | -19.8% | +25.6% | +11.5% |
| 6M | +16.2% | -14.2% | +30.4% | +20.1% |
| YTD | +34.9% | -28.1% | +63.0% | +45.4% |
| 1Y | +31.0% | -35.0% | +66.0% | +45.5% |
| 3Y | +205.4% | +2.1% | +203.3% | +185.0% |
| 5Y | +220.8% | -22.1% | +243.0% | +273.4% |
| All | +220.8% | -22.7% | +243.5% | +273.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling