+319.6%
WM vs XYL
+107.7%
+211.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.1% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +13.7% | -5.7% | +19.4% | +15.4% |
| 3M | +5.2% | -19.8% | +25.0% | +12.3% |
| 6M | +11.2% | -14.2% | +25.4% | +15.9% |
| YTD | +9.4% | -28.1% | +37.5% | +20.1% |
| 1Y | +20.4% | -35.0% | +55.4% | +36.6% |
| 3Y | +44.7% | +2.1% | +42.6% | +36.0% |
| 5Y | +58.5% | -22.1% | +80.6% | +62.5% |
| All | +319.6% | +107.7% | +211.9% | +195.9% |
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 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