-22.6%
XYL vs NWSA
+18.8%
-41.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.9% |
| 7D | -3.7% | +2.2% | -5.9% | -4.6% |
| 30D | -8.3% | -8.8% | +0.4% | -5.2% |
| 3M | -21.4% | -6.5% | -14.9% | -19.8% |
| 6M | -12.9% | +1.5% | -14.4% | -14.4% |
| YTD | -30.1% | +4.0% | -34.1% | -32.4% |
| 1Y | -35.2% | +3.4% | -38.6% | -37.2% |
| 3Y | -0.8% | +34.8% | -35.6% | -15.7% |
| All | -22.6% | +18.8% | -41.4% | -33.0% |
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