+99.1%
XYL vs WWD
+442.7%
-343.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.3% |
| 7D | -6.0% | +8.2% | -14.2% | -9.0% |
| 30D | -8.3% | -0.2% | -8.1% | -8.7% |
| 3M | -22.6% | -8.4% | -14.2% | -20.4% |
| 6M | -15.0% | -9.5% | -5.5% | -12.9% |
| YTD | -30.2% | +10.1% | -40.3% | -35.0% |
| 1Y | -36.4% | +21.6% | -57.9% | -43.6% |
| 3Y | -0.9% | +149.6% | -150.5% | -37.9% |
| 5Y | -23.4% | +191.3% | -214.7% | -56.4% |
| All | +99.1% | +442.7% | -343.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling