+851.4%
WM vs XYL
+449.8%
+401.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -0.3% | -5.0% | +4.7% | +1.2% |
| 30D | -2.4% | -13.2% | +10.8% | +1.7% |
| 3M | +0.4% | -3.7% | +4.1% | +1.4% |
| 6M | -9.5% | -17.7% | +8.2% | -4.6% |
| YTD | +0.5% | -21.5% | +22.0% | +7.1% |
| 1Y | -1.1% | -24.5% | +23.4% | +6.5% |
| 3Y | +46.0% | +6.9% | +39.1% | +37.7% |
| 5Y | +51.8% | -18.1% | +69.9% | +53.5% |
| 10Y | +307.5% | +134.7% | +172.8% | +193.3% |
| All | +851.4% | +449.8% | +401.6% | +476.0% |
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