+111.7%
WFC vs XYL
+100.1%
+11.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +1.7% | -6.0% | +7.7% | +5.4% |
| 30D | +6.8% | -8.3% | +15.1% | +10.8% |
| 3M | -3.0% | -22.6% | +19.6% | +10.9% |
| 6M | +15.4% | -15.0% | +30.5% | +23.8% |
| YTD | -5.9% | -30.2% | +24.3% | +13.2% |
| 1Y | +1.7% | -36.4% | +38.0% | +29.5% |
| 3Y | +124.9% | -0.9% | +125.8% | +111.1% |
| 5Y | +90.5% | -23.4% | +113.8% | +105.1% |
| All | +111.7% | +100.1% | +11.6% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling