-15.6%
XYL vs WY
-22.3%
+6.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | +0.2% |
| 7D | -1.2% | -3.7% | +2.4% | +0.4% |
| 30D | -13.2% | -11.3% | -1.9% | -8.4% |
| 3M | -0.2% | -8.1% | +8.0% | +3.5% |
| 6M | -12.5% | -7.4% | -5.1% | -9.9% |
| YTD | -20.9% | -4.7% | -16.2% | -20.1% |
| 1Y | -21.6% | -9.2% | -12.4% | -19.1% |
| 3Y | +16.1% | -24.7% | +40.8% | +28.6% |
| 5Y | -15.6% | -21.6% | +5.9% | -5.8% |
| All | -15.6% | -22.3% | +6.7% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling