+133.3%
WFC vs XYL
+16.4%
+116.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | +0.4% | +0.8% | -0.4% | 0.0% |
| 30D | +2.5% | -10.8% | +13.3% | +7.8% |
| 3M | +10.0% | -2.5% | +12.5% | +10.3% |
| 6M | +15.1% | -12.2% | +27.2% | +21.2% |
| YTD | -2.2% | -20.1% | +17.9% | +7.5% |
| 1Y | +13.5% | -20.6% | +34.1% | +25.0% |
| All | +133.3% | +16.4% | +116.9% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling