+379.4%
XYL vs WCC
+760.7%
-381.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.8% |
| 7D | -5.9% | +3.3% | -9.2% | -7.1% |
| 30D | -7.3% | -9.4% | +2.1% | -5.6% |
| 3M | -22.5% | -10.5% | -12.0% | -21.1% |
| 6M | -14.4% | -10.4% | -4.0% | -13.8% |
| YTD | -29.4% | +34.4% | -63.8% | -38.5% |
| 1Y | -35.6% | +27.7% | -63.3% | -43.0% |
| 3Y | +0.3% | +137.9% | -137.7% | -33.0% |
| 5Y | -22.3% | +147.0% | -169.4% | -51.6% |
| 10Y | +103.2% | +442.5% | -339.3% | -16.2% |
| All | +379.4% | +760.7% | -381.2% | +80.1% |
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