+101.9%
WMT vs XYL
+15.7%
+86.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.2% |
| 30D | -7.4% | -11.9% | +4.5% | -5.3% |
| 3M | -10.9% | -1.5% | -9.3% | -10.5% |
| 6M | -12.7% | -11.9% | -0.8% | -10.7% |
| YTD | -3.2% | -20.6% | +17.4% | +0.9% |
| 1Y | +5.3% | -23.5% | +28.8% | +10.4% |
| 3Y | +101.9% | +14.9% | +87.0% | +99.0% |
| All | +101.9% | +15.7% | +86.2% | +99.0% |
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 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