+848.2%
WELL vs XYL
+389.1%
+459.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.6% |
| 7D | +0.1% | -6.0% | +6.2% | +2.2% |
| 30D | +6.8% | -8.3% | +15.1% | +9.6% |
| 3M | +6.7% | -22.6% | +29.3% | +15.7% |
| 6M | +13.8% | -15.0% | +28.9% | +19.1% |
| YTD | +33.8% | -30.2% | +64.0% | +48.8% |
| 1Y | +29.6% | -36.4% | +66.0% | +48.8% |
| 3Y | +203.1% | -0.9% | +204.0% | +189.8% |
| 5Y | +223.8% | -23.4% | +247.2% | +234.5% |
| 10Y | +462.8% | +100.9% | +361.8% | +334.9% |
| All | +848.2% | +389.1% | +459.1% | +505.3% |
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