-22.3%
XYL vs WCC
+153.2%
-175.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.6% |
| 7D | -5.9% | +3.3% | -9.2% | -6.9% |
| 30D | -7.3% | -9.4% | +2.1% | -5.9% |
| 3M | -22.5% | -10.5% | -12.0% | -21.3% |
| 6M | -14.4% | -10.4% | -4.0% | -13.8% |
| YTD | -29.4% | +34.4% | -63.8% | -37.1% |
| 1Y | -35.6% | +27.7% | -63.3% | -41.9% |
| 3Y | +0.3% | +137.9% | -137.7% | -29.9% |
| 5Y | -22.3% | +147.0% | -169.4% | -50.3% |
| All | -22.3% | +153.2% | -175.6% | -50.3% |
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