-17.7%
XYL vs WCC
+21.1%
-38.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -2.7% |
| 7D | -5.0% | +4.5% | -9.5% | -5.8% |
| 30D | -13.2% | -5.8% | -7.4% | -12.3% |
| 3M | -3.7% | -3.7% | -0.1% | -2.0% |
| 6M | -17.7% | +23.1% | -40.7% | -23.2% |
| All | -17.7% | +21.1% | -38.8% | -23.2% |
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