-32.7%
XYL vs NWSA
+3.5%
-36.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.4% | +12.4% | +0.9% |
| 7D | +10.2% | -10.1% | +20.3% | +11.7% |
| 30D | -4.3% | -7.3% | +2.9% | -3.0% |
| 3M | -17.8% | -8.6% | -9.3% | -16.6% |
| 6M | -13.4% | +4.4% | -17.8% | -12.6% |
| YTD | -25.7% | +2.1% | -27.9% | -23.6% |
| 1Y | -32.7% | +4.1% | -36.7% | -31.1% |
| All | -32.7% | +3.5% | -36.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling