+952.8%
WM vs XYL
+420.4%
+532.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | +4.5% | +10.2% | -5.7% | +1.5% |
| 30D | +16.1% | -4.3% | +20.4% | +17.1% |
| 3M | +8.0% | -17.8% | +25.9% | +13.9% |
| 6M | +8.4% | -13.4% | +21.8% | +12.3% |
| YTD | +11.2% | -25.7% | +36.9% | +19.9% |
| 1Y | +22.3% | -32.7% | +55.0% | +35.8% |
| 3Y | +50.2% | +7.1% | +43.1% | +41.0% |
| 5Y | +63.3% | -18.7% | +82.0% | +64.5% |
| 10Y | +355.0% | +138.7% | +216.3% | +226.3% |
| All | +952.8% | +420.4% | +532.4% | +544.8% |
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