+142.8%
XYL vs GWRE
+131.0%
+11.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +1.2% | -13.2% | +14.4% | +4.4% |
| 30D | -11.9% | -18.6% | +6.6% | -8.6% |
| 3M | -1.5% | +18.9% | -20.4% | -7.2% |
| 6M | -11.9% | -11.0% | -1.0% | -12.5% |
| YTD | -20.6% | -29.9% | +9.3% | -16.4% |
| 1Y | -23.5% | -44.3% | +20.8% | -14.1% |
| 3Y | +14.9% | +51.7% | -36.8% | -11.1% |
| 5Y | -15.3% | +15.4% | -30.7% | -30.1% |
| All | +142.8% | +131.0% | +11.9% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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