+432.8%
XYL vs WWD
+1,130.1%
-697.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -5.0% | +1.3% | -6.3% | -5.5% |
| 30D | -13.2% | -7.2% | -6.1% | -10.7% |
| 3M | -3.7% | -3.8% | +0.1% | -2.9% |
| 6M | -17.7% | -9.9% | -7.8% | -15.4% |
| YTD | -21.5% | +14.8% | -36.3% | -27.5% |
| 1Y | -24.5% | +42.1% | -66.6% | -36.6% |
| 3Y | +6.9% | +170.8% | -163.9% | -33.3% |
| 5Y | -18.1% | +197.5% | -215.6% | -52.2% |
| 10Y | +134.7% | +477.8% | -343.1% | -2.9% |
| All | +432.8% | +1,130.1% | -697.3% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling