+420.6%
WFC vs XYL
+449.8%
-29.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.0% |
| 7D | +3.8% | -5.0% | +8.8% | +6.7% |
| 30D | +1.5% | -13.2% | +14.7% | +9.5% |
| 3M | +10.9% | -3.7% | +14.6% | +12.3% |
| 6M | +8.4% | -17.7% | +26.1% | +19.7% |
| YTD | -1.9% | -21.5% | +19.6% | +10.8% |
| 1Y | +12.3% | -24.5% | +36.8% | +29.5% |
| 3Y | +132.3% | +6.9% | +125.4% | +115.7% |
| 5Y | +130.1% | -18.1% | +148.1% | +141.2% |
| 10Y | +134.4% | +134.7% | -0.3% | +41.3% |
| All | +420.6% | +449.8% | -29.2% | +122.0% |
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