-24.5%
XYL vs NWSA
+5.5%
-30.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.9% |
| 7D | -5.0% | -1.9% | -3.2% | -4.9% |
| 30D | -13.2% | +4.6% | -17.8% | -13.6% |
| 3M | -3.7% | +13.2% | -16.9% | -4.5% |
| 6M | -17.7% | +27.0% | -44.7% | -19.3% |
| YTD | -21.5% | +16.8% | -38.4% | -21.4% |
| 1Y | -24.5% | +4.5% | -29.0% | -22.9% |
| All | -24.5% | +5.5% | -30.0% | -22.9% |
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