-13.6%
XYL vs WCC
+232.5%
-246.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.3% |
| 7D | +1.8% | +8.5% | -6.7% | -0.5% |
| 30D | -9.2% | -1.0% | -8.2% | -9.1% |
| 3M | -0.3% | +2.1% | -2.4% | -1.6% |
| 6M | -11.0% | +36.8% | -47.8% | -19.8% |
| YTD | -19.2% | +47.7% | -66.9% | -28.9% |
| 1Y | -21.2% | +66.5% | -87.7% | -33.4% |
| 3Y | +18.6% | +134.2% | -115.5% | -14.8% |
| All | -13.6% | +232.5% | -246.1% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling