+432.8%
XYL vs WCC
+823.0%
-390.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -3.3% |
| 7D | -5.0% | +4.5% | -9.5% | -6.4% |
| 30D | -13.2% | -5.8% | -7.4% | -11.7% |
| 3M | -3.7% | -3.7% | -0.1% | -3.6% |
| 6M | -17.7% | +23.1% | -40.7% | -24.7% |
| YTD | -21.5% | +44.2% | -65.7% | -32.0% |
| 1Y | -24.5% | +62.1% | -86.6% | -37.6% |
| 3Y | +6.9% | +121.1% | -114.2% | -25.5% |
| 5Y | -18.1% | +214.0% | -232.0% | -52.5% |
| 10Y | +134.7% | +472.8% | -338.1% | -3.6% |
| All | +432.8% | +823.0% | -390.3% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling