-31.5%
XYL vs WCC
+24.5%
-56.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.9% | +14.9% | +6.3% |
| 7D | +14.5% | -8.8% | +23.3% | +15.5% |
| 30D | -1.3% | -16.0% | +14.7% | +1.2% |
| 3M | -17.0% | -15.2% | -1.8% | -15.1% |
| 6M | -11.3% | -8.4% | -3.0% | -11.1% |
| YTD | -25.0% | +30.1% | -55.1% | -33.1% |
| 1Y | -31.5% | +26.4% | -58.0% | -38.7% |
| All | -31.5% | +24.5% | -56.0% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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