+46.0%
WM vs XYL
+8.6%
+37.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -0.3% | -5.0% | +4.7% | +0.2% |
| 30D | -2.4% | -13.2% | +10.8% | -1.0% |
| 3M | +0.4% | -3.7% | +4.1% | +1.1% |
| 6M | -9.5% | -17.7% | +8.2% | -7.7% |
| YTD | +0.5% | -21.5% | +22.0% | +2.7% |
| 1Y | -1.1% | -24.5% | +23.4% | +1.4% |
| All | +46.0% | +8.6% | +37.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling