+313.2%
WMB vs XYL
+140.7%
+172.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | 0.0% | +0.8% | -0.9% | -0.4% |
| 30D | +4.6% | -10.8% | +15.4% | +9.5% |
| 3M | +5.7% | -2.5% | +8.3% | +6.2% |
| 6M | +4.2% | -12.2% | +16.4% | +8.9% |
| YTD | +26.8% | -20.1% | +46.9% | +37.1% |
| 1Y | +34.7% | -20.6% | +55.3% | +45.6% |
| 3Y | +146.8% | +17.3% | +129.5% | +115.5% |
| 5Y | +285.0% | -14.5% | +299.5% | +285.5% |
| 10Y | +313.2% | +150.2% | +163.0% | +130.0% |
| All | +313.2% | +140.7% | +172.5% | +130.0% |
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 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