+211.0%
WELL vs XYL
-14.7%
+225.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.3% |
| 7D | -1.3% | +1.8% | -3.1% | -1.8% |
| 30D | +0.5% | -9.2% | +9.7% | +2.8% |
| 3M | +19.1% | -0.3% | +19.3% | +18.7% |
| 6M | +17.0% | -11.0% | +27.9% | +19.9% |
| YTD | +29.2% | -19.2% | +48.4% | +35.3% |
| 1Y | +42.1% | -21.2% | +63.4% | +49.7% |
| 3Y | +204.5% | +18.6% | +185.9% | +175.6% |
| 5Y | +211.0% | -14.3% | +225.3% | +186.2% |
| All | +211.0% | -14.7% | +225.7% | +186.2% |
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 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