+374.5%
XYL vs NWSA
+123.2%
+251.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.8% | +3.7% |
| 7D | +1.8% | -2.6% | +4.4% | +2.9% |
| 30D | -9.2% | +4.6% | -13.8% | -10.9% |
| 3M | -0.3% | +10.2% | -10.5% | -4.5% |
| 6M | -11.0% | +21.6% | -32.6% | -18.4% |
| YTD | -19.2% | +14.6% | -33.8% | -24.5% |
| 1Y | -21.2% | +0.4% | -21.6% | -22.5% |
| 3Y | +18.6% | +45.0% | -26.4% | -0.7% |
| 5Y | -14.3% | +41.3% | -55.6% | -29.3% |
| 10Y | +141.0% | +142.8% | -1.8% | +46.5% |
| All | +374.5% | +123.2% | +251.3% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling