+46.5%
XYL vs TW
+206.7%
-160.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +1.2% | -4.5% | +5.7% | +2.3% |
| 30D | -11.9% | -2.3% | -9.7% | -11.5% |
| 3M | -1.5% | +2.6% | -4.1% | -2.6% |
| 6M | -11.9% | -17.5% | +5.6% | -8.0% |
| YTD | -20.6% | -5.3% | -15.3% | -20.4% |
| 1Y | -23.5% | -14.8% | -8.7% | -21.2% |
| 3Y | +14.9% | +18.8% | -4.0% | +3.9% |
| 5Y | -15.3% | +20.7% | -36.0% | -25.4% |
| All | +46.5% | +206.7% | -160.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling