+128.3%
WFC vs XYL
-15.4%
+143.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.5% |
| 6M | +15.1% | -12.2% | +27.2% | +21.2% |
| YTD | -2.2% | -20.1% | +17.9% | +7.4% |
| 1Y | +13.5% | -20.6% | +34.1% | +24.9% |
| 3Y | +135.2% | +17.3% | +117.9% | +112.3% |
| 5Y | +128.3% | -14.5% | +142.8% | +119.7% |
| All | +128.3% | -15.4% | +143.8% | +119.7% |
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