+931.0%
WM vs XYL
+408.9%
+522.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.4% |
| 7D | +1.2% | +5.9% | -4.7% | -0.5% |
| 30D | +13.1% | -3.9% | +17.0% | +14.0% |
| 3M | +3.6% | -18.7% | +22.3% | +9.6% |
| 6M | +8.1% | -16.9% | +24.9% | +13.4% |
| YTD | +8.9% | -27.4% | +36.3% | +18.2% |
| 1Y | +20.3% | -34.0% | +54.3% | +34.4% |
| 3Y | +46.2% | +5.6% | +40.6% | +37.7% |
| 5Y | +59.9% | -20.6% | +80.4% | +62.2% |
| 10Y | +345.6% | +133.4% | +212.2% | +221.7% |
| All | +931.0% | +408.9% | +522.1% | +535.6% |
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