+46.2%
WM vs XYL
+5.2%
+40.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.8% |
| 7D | +1.2% | +5.9% | -4.7% | +0.4% |
| 30D | +13.1% | -3.9% | +17.0% | +13.4% |
| 3M | +3.6% | -18.7% | +22.3% | +5.8% |
| 6M | +8.1% | -16.9% | +24.9% | +10.2% |
| YTD | +8.9% | -27.4% | +36.3% | +12.4% |
| 1Y | +20.3% | -34.0% | +54.3% | +25.7% |
| 3Y | +46.2% | +5.6% | +40.6% | +33.3% |
| All | +46.2% | +5.2% | +40.9% | +33.3% |
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