+113.4%
WMB vs XYL
+5.6%
+107.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.6% |
| 7D | -6.7% | +2.1% | -8.7% | -6.8% |
| 30D | -8.6% | -3.4% | -5.2% | -8.5% |
| 3M | -4.9% | -17.2% | +12.3% | -2.8% |
| 6M | -6.3% | -12.0% | +5.7% | -5.2% |
| YTD | +13.0% | -26.3% | +39.3% | +17.1% |
| 1Y | +14.9% | -33.5% | +48.4% | +21.9% |
| 3Y | +113.4% | +6.4% | +107.0% | +97.7% |
| All | +113.4% | +5.6% | +107.8% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling