+324.8%
WM vs XYL
+104.0%
+220.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.8% |
| 7D | +0.8% | -5.9% | +6.6% | +2.7% |
| 30D | +13.8% | -7.3% | +21.1% | +16.1% |
| 3M | +6.4% | -22.5% | +28.9% | +14.8% |
| 6M | +13.2% | -14.4% | +27.6% | +18.1% |
| YTD | +10.8% | -29.4% | +40.1% | +22.2% |
| 1Y | +20.2% | -35.6% | +55.8% | +36.8% |
| 3Y | +46.5% | +0.3% | +46.2% | +38.4% |
| 5Y | +61.3% | -22.3% | +83.6% | +65.2% |
| 10Y | +324.8% | +103.2% | +221.5% | +201.2% |
| All | +324.8% | +104.0% | +220.8% | +201.2% |
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