+677.1%
WMT vs XYL
+466.0%
+211.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.6% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | -5.0% | -9.2% | +4.3% | -3.0% |
| 3M | -11.3% | -0.3% | -11.0% | -11.4% |
| 6M | -13.8% | -11.0% | -2.8% | -11.9% |
| YTD | -4.2% | -19.2% | +15.0% | -0.3% |
| 1Y | +4.6% | -21.2% | +25.8% | +9.3% |
| 3Y | +100.5% | +18.6% | +81.9% | +89.9% |
| 5Y | +129.7% | -14.3% | +144.0% | +129.6% |
| 10Y | +423.4% | +141.0% | +282.4% | +323.0% |
| All | +677.1% | +466.0% | +211.1% | +475.2% |
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