-15.6%
XYL vs NWSA
+39.0%
-54.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.2% | -4.8% | +3.5% | +0.7% |
| 30D | -13.2% | +3.0% | -16.1% | -14.3% |
| 3M | -0.2% | +9.3% | -9.5% | -4.1% |
| 6M | -12.5% | +23.2% | -35.7% | -20.4% |
| YTD | -20.9% | +13.3% | -34.2% | -25.7% |
| 1Y | -21.6% | +2.9% | -24.4% | -23.3% |
| 3Y | +16.1% | +43.3% | -27.2% | -3.0% |
| 5Y | -15.6% | +40.9% | -56.5% | -33.1% |
| All | -15.6% | +39.0% | -54.7% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling