-14.2%
XYL vs GWRE
+15.1%
-29.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +1.2% | -13.2% | +14.4% | +3.5% |
| 30D | -11.9% | -18.6% | +6.6% | -9.5% |
| 3M | -1.5% | +18.9% | -20.4% | -5.6% |
| 6M | -11.9% | -11.0% | -1.0% | -12.0% |
| YTD | -20.6% | -29.9% | +9.3% | -16.5% |
| 1Y | -23.5% | -44.3% | +20.8% | -15.0% |
| 3Y | +14.9% | +51.7% | -36.8% | -10.3% |
| All | -14.2% | +15.1% | -29.3% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling