+99.4%
XYL vs WCC
+431.3%
-331.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.7% |
| 7D | -3.7% | +9.9% | -13.7% | -6.6% |
| 30D | -8.3% | -8.4% | +0.1% | -7.1% |
| 3M | -21.4% | -10.3% | -11.1% | -20.2% |
| 6M | -12.9% | -10.5% | -2.5% | -12.3% |
| YTD | -30.1% | +32.2% | -62.2% | -38.5% |
| 1Y | -35.2% | +25.5% | -60.7% | -42.1% |
| 3Y | -0.8% | +134.7% | -135.5% | -32.8% |
| 5Y | -23.2% | +139.9% | -163.2% | -51.3% |
| All | +99.4% | +431.3% | -331.9% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling