+428.1%
WMT vs XYL
+150.5%
+277.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | -7.4% | -11.9% | +4.5% | -4.6% |
| 3M | -10.9% | -1.5% | -9.3% | -10.7% |
| 6M | -12.7% | -11.9% | -0.8% | -10.3% |
| YTD | -3.2% | -20.6% | +17.4% | +1.7% |
| 1Y | +5.3% | -23.5% | +28.8% | +11.5% |
| 3Y | +101.9% | +14.9% | +87.0% | +90.5% |
| 5Y | +134.6% | -15.3% | +149.8% | +135.5% |
| All | +428.1% | +150.5% | +277.6% | +307.6% |
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 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