+281.4%
WMB vs XYL
+100.4%
+181.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.8% | -3.7% | +11.5% | +9.3% |
| 30D | -5.1% | -8.3% | +3.2% | -3.2% |
| 3M | -4.7% | -21.4% | +16.7% | +3.4% |
| 6M | -7.4% | -12.9% | +5.5% | -4.2% |
| YTD | +17.5% | -30.1% | +47.5% | +31.9% |
| 1Y | +19.5% | -35.2% | +54.6% | +38.6% |
| 3Y | +121.3% | -0.8% | +122.1% | +104.7% |
| 5Y | +200.5% | -23.2% | +223.8% | +209.5% |
| All | +281.4% | +100.4% | +181.0% | +156.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling