+23.7%
WMB vs XYL
-30.7%
+54.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.0% | -11.3% | -5.8% |
| 7D | -8.6% | +14.5% | -23.2% | -7.6% |
| 30D | -4.2% | -1.3% | -2.8% | -4.0% |
| 3M | -4.4% | -17.0% | +12.6% | -4.5% |
| 6M | -8.7% | -11.3% | +2.6% | -8.6% |
| YTD | +15.4% | -25.0% | +40.3% | +12.8% |
| 1Y | +23.7% | -31.5% | +55.3% | +24.6% |
| All | +23.7% | -30.7% | +54.4% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling