+811.2%
WELL vs XYL
+449.8%
+361.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.4% |
| 7D | -0.8% | -5.0% | +4.3% | +0.9% |
| 30D | -0.1% | -13.2% | +13.1% | +4.7% |
| 3M | +18.0% | -3.7% | +21.7% | +19.0% |
| 6M | +15.0% | -17.7% | +32.7% | +22.1% |
| YTD | +28.6% | -21.5% | +50.1% | +38.1% |
| 1Y | +42.9% | -24.5% | +67.4% | +55.3% |
| 3Y | +203.0% | +6.9% | +196.1% | +183.9% |
| 5Y | +206.9% | -18.1% | +225.0% | +211.3% |
| 10Y | +339.5% | +134.7% | +204.8% | +225.8% |
| All | +811.2% | +449.8% | +361.4% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling