+142.8%
XYL vs WWD
+498.2%
-355.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | +1.2% | -2.6% | +3.8% | +2.3% |
| 30D | -11.9% | -6.9% | -5.0% | -9.5% |
| 3M | -1.5% | -13.0% | +11.5% | +3.5% |
| 6M | -11.9% | -12.5% | +0.5% | -8.4% |
| YTD | -20.6% | +11.8% | -32.4% | -26.1% |
| 1Y | -23.5% | +41.1% | -64.6% | -36.2% |
| 3Y | +14.9% | +163.1% | -148.2% | -29.3% |
| 5Y | -15.3% | +187.6% | -202.9% | -51.4% |
| All | +142.8% | +498.2% | -355.4% | -6.9% |
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