-14.4%
XYL vs WCC
-8.7%
-5.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -1.8% |
| 7D | -5.9% | +3.3% | -9.2% | -5.9% |
| 30D | -7.3% | -9.4% | +2.1% | -6.9% |
| 3M | -22.5% | -10.5% | -12.0% | -22.0% |
| 6M | -14.4% | -10.4% | -4.0% | -11.0% |
| All | -14.4% | -8.7% | -5.7% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling