+448.5%
XYL vs WCN
+712.9%
-264.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.5% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | -9.2% | -2.1% | -7.1% | -8.2% |
| 3M | -0.3% | +6.4% | -6.6% | -3.7% |
| 6M | -11.0% | -3.7% | -7.3% | -9.9% |
| YTD | -19.2% | -6.4% | -12.9% | -17.3% |
| 1Y | -21.2% | -7.9% | -13.3% | -18.9% |
| 3Y | +18.6% | +20.8% | -2.2% | +2.4% |
| 5Y | -14.3% | +29.0% | -43.3% | -29.3% |
| 10Y | +141.0% | +236.4% | -95.3% | +26.1% |
| All | +448.5% | +712.9% | -264.5% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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