+400.8%
WFC vs XYL
+389.9%
+10.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +2.5% | -3.7% | +6.2% | +4.6% |
| 30D | +7.0% | -8.3% | +15.3% | +10.7% |
| 3M | -1.8% | -21.4% | +19.7% | +10.2% |
| 6M | +18.4% | -12.9% | +31.3% | +24.7% |
| YTD | -5.6% | -30.1% | +24.5% | +11.8% |
| 1Y | +3.9% | -35.2% | +39.0% | +28.2% |
| 3Y | +126.3% | -0.8% | +127.1% | +115.8% |
| 5Y | +91.1% | -23.2% | +114.4% | +104.5% |
| 10Y | +118.5% | +101.2% | +17.3% | +40.4% |
| All | +400.8% | +389.9% | +10.9% | +123.8% |
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 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