+632.9%
WMB vs XYL
+449.8%
+183.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +1.0% |
| 7D | +0.6% | -5.0% | +5.6% | +2.8% |
| 30D | +3.3% | -13.2% | +16.5% | +9.8% |
| 3M | +3.1% | -3.7% | +6.8% | +4.2% |
| 6M | -0.7% | -17.7% | +17.0% | +7.2% |
| YTD | +25.2% | -21.5% | +46.7% | +37.1% |
| 1Y | +32.9% | -24.5% | +57.4% | +47.7% |
| 3Y | +140.6% | +6.9% | +133.6% | +119.2% |
| 5Y | +273.5% | -18.1% | +291.5% | +279.2% |
| 10Y | +334.2% | +134.7% | +199.5% | +138.9% |
| All | +632.9% | +449.8% | +183.1% | +190.8% |
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